Generally "in the window" has two possible meanings. (1) In a window as in seen through it. Needs the context of the viewer being on the other side. Means similar to framed by the window. (2) In a large, non-flat window, as in an alcove with a bay window. Again needs the context. The window area of a shop. On the window - no obvious meaning. At the window, nears adjacent to, So the winner is - at the window - most likely, only common meaning

For an idea of what 'in the window' means, try thinking of that children's song, if you know it - "How much is that doggy in the window?" It means the dog that is on sale in a shop, and is placed close to the front glass window of the shop/ in the window box. You see it from the outside, and ask how much the doggy is IN the window. You actually mean the window box. Otherwise you mean 'at'

I agree with Nanren that 'at the window' is the most likely answer. 'At the window' refers to her position relative to the rest of the room. You could say 'in the window' if she were framed by the window from the point of view of somebody outside. Or, as Nanren says, if she is surrounded on three sides by some kind of bay window area or shop window. 'On the window' seems very unlikely. An insect or a dirty mark could be 'on' a window, but not a person.

at the window English Grammar in Use 4th edition by Raymond Murphy is excellent. The paper copy is reasonably priced and a PDF is floating around the net. Units 123 - 127. In this context: on = physically touching examples "on the table" "on the wall" in = inside examples "in the room" "in the car" at = location at home, at school,