It means to revel in or surround yourself with wealth. It can also literally mean taking a bath in money or treasure. If a character in a movie finds a treasure trove, they're sure to jump into the giant pile of gold coins and bathe in the riches.

I'll let someone else handle your first question. "Window shopping" is a set phrase. It means you're at the store to look at things, but you have no intention of buying anything.

And one more... What is the meaning of "window" here? Do you often use it that way? James and Sally held (1)... as they walked together through the crowded stores of Newberry Mall. It was a cold winter day outside and even though the (2) ... wasn’t bathing in riches, they thought it might be fun to “window” shop. James led his girlfriend into an electronics store. He smiled when he (3)... there a huge collection of wide-screen TV’s.