In this case, that would be grammatically incorrect. “Windows”, despite looking like a plural form, is singular. It is, in fact, short for “Windows operating system”, and “system” is the word that drives the singular/plural form.
If, however, you are closing all the windows in your house, and they all closed at the same time, and they all opened up and down, you could say, “Windows are shutting down” and be grammatically correct.