An XY-Wing is a pivot {X, Y} and two wings it sees, {X, Z} and {Y, Z}. One wing must be Z, so a cell that sees both wings cannot be Z.
In Windoku a pivot and a wing can see each other through a window, even when they share no row, column or box.
Worked examples
2 positions from real Windoku puzzles on this site, the familiar case first. Step through each one: the board lights what each step talks about, and the arrows show what rules what out.
Pivot and wings
R1C3 (teal) has just two candidates: 4 and 6.
A wing linked by a window
One wing shares no row, column or box with the pivot. The lit window is what links them.
Where it fits
ExtremeXY-Wing is an Extreme technique: Extreme Windoku puzzles are the first to need it.
The Classic XY-Wing lesson teaches it on a plain 9×9 board. The Windoku overview explains the rule and the levels.
XY-Wing in the other styles: Sudoku X, Jigsaw, Thermo, Arrow.
Try it on an Extreme Windoku puzzle. Next Step points it out when it is the move.