Question: I've made it so they have the ability to echolocate and for the main character, a person with sight, the lighting is odd because it only comes from fires that are a necessity for warmth, cooking or forging. 

My question would be, would windows be of any use in a windy city?

Answer: 
Ventilation and temperature control
===================================

The windows are probably not going to look like modern windows, with nicely tempered glass, but if we're defining a window as something you can open that's not a door then you'd probably want them still. Depending on climate these might look like shutters, sliding metal panels, or even just holes in the walls. 

EDIT: good airflow is going to be particularly important if you provide warmth with indoor fires.
Ventilation
===========

You'll want some form of windows to help stay cool in the summer and to help give you enough fresh air to fuel the fireplaces. Here's a [detailed guide](https://www.windowmaster.com/solutions/natural-ventilation/natural-ventilation-design-guidelines) to window ventilation and below is a diagram from [here](http://bcapcodes.org/tools/code-builder/commercial/ventilation/).

[![Diagram of natural air flow](https://i.stack.imgur.com/kmW3S.png)](https://i.stack.imgur.com/kmW3S.png)

If there's a fireplace in every room, you also want to think about how your people will escape if there's a fire. You might want to have windows or other openings in larger buildings to make it easier to get out.