Use a concrete example: "I needed each employee's salary alongside their department average - window functions let me keep every row while adding the aggregate."
Good answers explain that window functions compute values across a set of rows related to the current row without collapsing them. Common examples: running totals (SUM OVER), rankings (ROW_NUMBER, RANK), moving averages, and comparing each row to its group average. Key distinction: GROUP BY reduces rows, window functions preserve them.
Fundamental SQL skill for mid-level analysts. If they cannot explain window functions, their SQL depth may be limited. Ask a follow-up with a specific scenario.