To elaborate a little more:
1) All windows are either a) a specialized window object, or just a window created simply from the window base class (granted, all specialized windows are also created from the Window_Base class, but specialized have many of their own methods and settings that happen automatically).
Say you just wanted to make the default gold window appear on screen somewhere.
@your_window = Window_Gold.new
This is a specialized window class, as you do not need to define the x, y, width, height or any other attribute of this window. To see what these are by default, check within the class under def initialize.
Anyways, to edit the windows position, you would only need to:
@your_window.x = some_position
@your_window.y = some_position
If you need any more information on this, I would be happy to share.
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2) This you really want to steer clear of until you have an understanding of windows. You can simply use:
@your_window.width = width
@your_window.height = height
But this CAN make your window not opperate correctly, make your windows contents (where everything is virtually drawn on, the window itself is just a constructed sprite) fade off the side of your window (see 3), or other problems in general
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3)
@your_window.opacity = alpha
@your_window.back_opacity = alpha
@your_window.contents_opacity = alpha
Just find one you like.
4) The arrows appear there when your window's contents (again, the clear bitmap everything is drawn on) is more than your windows width or height - 32 or whenever part of your contents if off your window (due to alterations of the ox and oy instances).
Either make your contents the right size, or fix your windowskin to not have the arrows.
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5) Like Raz said, depends on what you are doing.
I strongly suggest you seek out and find Dubalex's tutorials. They cover an introduction of windows, creating your own, then working with them in a scene. Or Mr. Mo's tutorials. Both links can be found in one of those links in my signature.