Window, casement, dormer, oriel can mean an opening in the wall of a building that is usually covered with glass and serves to admit light and air.
Window is the ordinary general term for the entire structure, including both its framework and the glass or the movable sashes which that framework encloses.
Casement basically denotes a window sash attached to one of the upright sides of the frame by hinges; in ordinary use, however, the term is applied to a window or a series of windows (sometimes called casement window) with sashes of this character.
Dormer denotes a window which stands out from a sloping roof and is typically enclosed by a gable-topped structure.
An oriel differs from a dormer in projecting from a wall of a building rather than from a roof, in being at least three-sided and usually either semihexagonal or semisquare in shape, and in being supported by a corbel or bracket rather than by a rafter.