Designing surfaces is surely an art for itself and often useful when it comes to set up not so simple manufacturing sequences.
But maybe I can help about mill windows:
They are basically equivalent to a mill volume, created by an extrude and bounded by the design part below.
Instead of having you create an extrude with the sketched outline, then trim it with the design part, the mill window is doing this internally and you only have to do the sketching.
So no magic, just a little helpful automation!