To which windows are you referring? If you are referring to the windows in the left and right side walls as seen in your section view, it is because your section is not cutting through the windows but rather the wall. Think about the view in real life: where your section is cutting, a stud would be in front of the each window so you would not see the windows. To solve this, move your Section element so it is cutting through the windows. Or you can make segments of your Section element so the ends cut through the windows.
If you are referring to the windows in the wall parallel to your section view, it is because the extent of your section view (how far away it will see) is insufficient, as shown by the blue dashed line in your plan view when you select the Section element. Drag this dashed line past the far wall.
