Hi Aman,
You will need to set up some kind of retention time prediction to be able to see the "Retention Time Window". It is the window around the predicted time. You can do this in the Peptide Settings - Prediction tab. Multiple ways of achieving this are covered in the Targeted Method Refinement and iRT Retention Time Prediction tutorials.

http://skyline.ms/tutorial_method_refine.url
http://skyline.ms/tutorial_irt.url

Hope this helps. Thanks for using Skyline.

--Brendan