dormer window, dormer, (a gabled extension built out from a sloping roof to accommodate a vertical window)
A dormer is a structural element of a building that protrudes from the plane of a sloping roof surface. Dormers are used, either in original construction or as later additions, to create usable space in the roof of a building by adding headroom and usually also by enabling addition of windows. ...
http://en.wikipedia.org/wiki/Dormer_window

Roof dormer:
a section that extends up from the main roofline and forms a miniature house, containing a window, lights, walls, and a roof.
http://www.roofingkey.com/roofing-terms.html

"dormer window (glazing)" image examples:
http://dormerwindows.net/
http://www.istockphoto.com/stock-photo-3101123-dormer-window...
http://wmpllc.net/dormer-windows-offer-interior-opportunitie...
http://www.harrogateroofing.com/dormer-windows-harrogate/
http://www.curtains.interiordezine.com/articles/types-of-win...
http://www.faelux-skylights.com/prodotti/finestre-mansarda
http://www.232designs.com/dormer-windows-popular-type-of-lof...

"roof dormer" image examples:
http://www.barntoolbox.com/dormer-styles.htm
http://ecohistorical.wordpress.com/2009/10/28/added-space-sa...
http://commons.wikimedia.org/wiki/File:Hip_roof_dormer.jpg
http://commons.wikimedia.org/wiki/File:Flat_Roof_Dormer_wind...