Learn Russian: Это не окно.

When used to mean 'This is' to introduce something, это is a fixed word. It stays exactly the same whether you are pointing to a neuter noun like окно, a masculine noun like дом, or a feminine noun like собака.

Where are the words for 'is' and 'a' in this sentence?

Russian does not use articles like 'a' or 'the'. It also skips the verb 'to be' (is, am, are) in the present tense. Because of this, 'This is not a window' is literally just 'This not window'.

Why does окно sound like it starts with an 'a'?

In Russian, the letter о sounds like an 'a' when it is not stressed. In the word окно, the stress is on the second syllable, so the first о makes an 'a' sound.

Why does не come before окно instead of after it?

The negative word не must be placed directly before the word it negates. Since we are saying the object is not a window, не goes right in front of окно.