In this verse Dickinson is using a metaphor to refer to eyes closing. Windows are compared to the eyes that close when someone dies. The eyes are the window to the world around us, where we see everything that happens to us. Those windows in this poem fail. When a window fails it means that it cannot be opened or closed, that it is not capable of fulfilling its function. So here Dickinson is alluding to the fact that his eyes have failed and even if they are present in some way, they will no longer serve their purpose.