Technically, in its simplest form, "House of Windsor" refers to the family that is based in the Castle of Windsor. Sure, it's not a house, it's a massive castle, but you get the gist. The House of Habsburg is similarly named after a rather underwhelming castle in Switzerland that the family originated from.

Sometimes a Noble House are named after a physical house (or castle, mansion, what have you) where the family is/was based, sometimes they're named after the County/Duchy/Kingdom they ruled (the House of Windsor was previously known as the House of Hannover, or alternatively the house of Saxe-Coburg-Gotha) and sometimes they're based on completely random things. I know a lot about obscure Italian families from the 11th-12th century; there's a family from Treviso known as the Ezzellini because for about two hundred years every single male was named Ezzellino.

Sometimes the name of a house is the same as the family's surname, other times it's different. For example, let's take Luchino Visconti di Modrone, an Italian 1960's film directo: "Visconti" is his family name, "Di Modrone" is the name of the house. His name could literally be translated as "Luchino, of the branch of the Visconti family who live in or around the house in Modrone" (to distinguish them from the Visconti branches living elsewhere in Lombardy).