CLN: Split test_window.py
xref #19228, #26807

- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

`test_window.py` was getting fairly unwieldily. There a couple test classes that use a non-pytest-idomatic `Base` class, so those test classes are kept together for now. I split out the rest of the test classes into separate files as they made sense.

I think the classes in `test_window.py` need further untangling before a `conftest.py` file can be made for the new directory.

Open to additional quick win optimizations.

cc @jreback 