An Interplanetary Window is just when another planet is in the perfect position to just pull an easy transfer to it. It helps save quite a bit of fuel, and you spend a lot less time orbiting the sun.
Each planet has a different window, there are a bunch of calculators out there that give a whole whack of angles and stuff.
However, knowing when each window is isn't nessecary to playing the game, I usually dont do perfect interplanetary transfers unless everything coincidentally in place when I take off. Otherwise, I just spend a lot more time surfing around the sun.