ENH: Add get_window method on a rolling object
#### Is your feature request related to a problem?

Yes. I would like to make a test of a function that is then applied on a rolling object. Making that test on just one window of the rolling object would be convenient.

#### Describe the solution you'd like

Someting similar to get_group for a groupby object. This would be something like : rolling.get_window(0) for first window for example.

#### API breaking implications

I do not know of any.

#### Describe alternatives you've considered


#### Additional context

