Every window holds and updates own strategy collection.
However, when you close the windows, the app saves the current settings, the editor strategy and the top 10 collected strategy. Because you use different windows of the same browser, every window will override store data from the previously closed widows. Finally only the settings and strategies from the last closed window will remain for the next session.
If you want, you can "Download" the complete collections before closing the windows.
Probably will be more convenient to work on multiple windows directly with the app at http://expert-advisor-studio.com