How can I navigate to individual windows?
To switch between windows of the same application, use ⌘ + ~.

If you need a shortcut like the Windows' Alt+Tab that switches between all open windows, you can set one in your System Preferences -> Keyboard Shortcuts as shown below.



As you can see above, the default is Ctrl+F4, which actually means you need to press Ctrl+Fn+F4 because of the special meaning of the function keys. You could change it to any unused key combination, e.g. Alt+Tab itself.