Use window in relation to a software program or application. A window is a box that opens after you click an option in the UI. You usually use a window to perform actions, such as add information, manage preferences, or configure settings. In some cases, a window displays a summary or read-only information.
A procedure typically mentions a window when it first opens. Therefore, on is usually the correct preposition.
Preferred
Discouraged
On the User Preferenceswindow, click the Notifications tab to manage visual and sound notifications.
In the User Preferences dialog box, click the Notifications tab to manage visual and sound notifications.
On the User Preferences screen, click the Notifications tab to manage visual and sound notifications.
