What is the name of Network Setup Assistant's window?
These kind of windows are commonly called wizards, or specifically in the context of macOS, a term you already mentioned: setup assistants. That term actually describes the entire sequence, so you might want to call a single screen a wizard screen, wizard step or wizard dialog instead.

The transparent background image is something specific to macOS; most Windows installer screens show images as well but there, they're confined to either a column on the left or a row on top of the screen.