Number one rule. DB doesn't do everything.
You can do multiple windows in DB, but's pretty complicated.
The general concept is that your "window" is either a 3D plain or a 2D sprite. Then you texture your window. That's the tricky part. Usually, a bitmap is used. You write or draw to the bitmap, Get Image from the bitmap, and then texture your plain or sprite with the new image.
As far as I know, there is no way to do a "desktop buddy" in DB, although DB is very flexible and certainly may have ways to work around this limitation.
"Droids don't rip your arms off when they lose." -H. Solo
REALITY II