Is having a window in a room that is below grade a requirement?
I can't speak for your local codes, but in general codes (in the US anyway) require a minimum ratio of the area of window to area of the room for it to be called "living space".  There are also requirements for egress in that you should have two ways to get out of any "living space" room, usually satisfied by a door and a window.  An egress window has to meet minimum requirements for area and either width or height of the opening, and with a basement window, you have to have a window well that's large enough that you can climb into it from inside the house.