[DOC] Add plot_windows to docs and provide docstring example

[aiwalter]

function can be found here: https://github.com/scikit-time/scikit-time/blob/15a3faf2a203b22f6e0b536a5e2d99352c83ac7a/sktime/utils/plotting.py#L387

[vermaaatul07]

I want to work on this issue, but the above mentioned file is missing.

[TonyBagnall]

I think this issue is stale post visualisation and KWF, closing it, feel free to bring it back if Im wrong