How do I apply a function window to a signal? How can I apply a window function like Hamming or Lanczos to a signal, using its coefficients?

I mean, which method can I use to do this? FFT? Convolution? Which method has the better performance?
How can I apply a window function like Hamming or Lanczos to a signal, using its coefficients?


Just multiply, point-by-point.