Windowing before viewing a filter frequency response?
No, if you know the filter coefficients it's never a good idea to use a window. Why should it be? Instead of plotting the actual frequency response of the filter, you would plot the convolution of the filter's frequency response with the frequency response of the window, which would result in a "smeared out" frequency response. Especially for sharp frequency-selective filters the result would be misleading.

Note that the frequency response of an IIR filter is not computed by applying an FFT to its truncated impulse response (because that would be windowing with a rectangular window), but by computing the ratio of the FFTs of the numerator and the denominator. That's what Matlab's freqz does.

However, if you don't have the filter coefficients of an IIR filter, but just its impulse response, then you don't have much choice, and you have to use the impulse response. You must include as many terms as can be distinguished from noise and use an FFT. This corresponds to windowing with a (very long) rectangular window. I don't see much advantage of using any other window because you have to include practically all terms you can distinguish from noise in order to keep the truncation error small. See also the discussion in the comments below.