Microsoft Windows is an Operating System (called an OS) that runs your computer. You could almost think of it as your computer's personality. It's also a filing cabinet and is good at prioritizing tasks.
Exactly how you use Windows depends on what version of the software you are running. At this time, most computers are running Windows XP, Windows Vista or Windows 7, the most recent version.
For help using Windows, try an internet search. Search for the specific question you have, and include the version of Windows you are using.
DigiBarn Computer Museum - A good look at the installation of Windows 1.03
A collection of jokes about Windows, the OS everyone loves to hate. (This is one of my long-time favorites.)
Even Bill Gates, the founder of Microsoft, has trouble with Windows.