There were numerous types of Roman villas, which typically served as functional farm houses, country houses for wealthy Romans, and often both.

The materials varied by region, but Roman homes were usually made of brick, with some stone making an appearance in the more lavish homes. Wood roof framing, lintels, and beams would sit on top of the plastered masonry walls. Foundations were usually stone.

The specific layouts varied greatly, but the residential portion usually followed typical Roman typologies, which are outlined in great detail by Vitruvius and can be seen in existing ruins. Generally the principal rooms are arrayed around a courtyard or atrium, with peristyles to take advantage of the natural light and airflow available in rural areas. The homes of wealthy Romans were often arranged somewhat symmetrically.

Working areas in country estates were often arranged more practically, around one or more courtyards. They included complexes of rooms for making and storing wine, oil, bread, and other agricultural products. Stables housed livestock in separate stalls. These facilities were run and operated by servants and/or slaves who lived on the estate.

Vitruvious also provides a lot of info on how Roman homes were situated to take advantage of the climate, and they used a strategy similar to what we call "passive solar design" today. In hot regions, homes were built with a northern exposure and wide openings to block the sun and provide airflow. Houses in colder regions did the opposite, and were more thoroughly enclosed. Individual rooms were situated to take advantage of the available sunlight.

The Imperial Romans actually did have glass windows, although the panes were small and not very transparent. Shutters were much more common, though.

This is a great question, and is one where you can really see the differences between the sort of evidence that texts give us and what archaeology provides. We are lucky that we have a substantial literary base that describes the facilities on villas for us. We also have many excavated villas, which vary in form and function through time and across the empire. So, while the thick descriptions (to borrow a term from anthropology) of descriptions in our written sources provide an invaluable look into the organization of villas, we shouldn't overgeneralize. In this short answer, I'll talk a little bit about the classic villa, and then describe some of the different variations on it in places like fourth century Iberia and North Africa.

The classic villa was divided into a pars urbana and a pars rustica. The pars urbana (literally the city part, or the 'elegant'/'urbane' part) was a dwelling. It could vary in opulence, but it was designed as the main place that a family would live, and would have a basic Roman house-type. There would be rooms for dining, for guests, for business and leisure and pleasure. Imagine a house from Pompeii or something. In the early imperial period the pars urbana can reach magnificent and monumental proportions. Think multiple pools, fountains, statues, all that shit. But of course for as many imperial villas decorated with forty seven types of marble, there are innumerable small villas that support a (richer) family farm.

There would also be the pars rustica. We should never forget that Roman villas were always already production facilities. In the agricultural manuals of Cato the Elder and Varro or the like, you will get a good guide to how to run a market oriented plantation that relies on slavve labor to produce staple agriculture crops for the urban market. These crops were grains (usually wheats of various types) olives and wine. The latter two were especially prized as everyday luxuries and were major commodity item. Side note: Monte Testaccio in Rome is a giant pile of broken wine amphoras from 2nd century Spain, imported to the imperial city. Archaeologists estimate there are 53,000,000 wine amphoras there. So you have market oriented staple producing villas. These would have had quarters for slaves, processing facilities, etc. Perhaps they were also the sites of small-scale industrial production in ceramics or tools. They certainly produced textiles: the great compliment you could give a Roman woman was to be a lanifera mulier, a 'wool-weaving woman,' which for the class that owned plantation villas meant supervising the female slaves (many) in a constant textile production facility--weaving and spinning whenever they weren't doing something else.

Unfortunately many early excavations went straight to pars urbana, which meant that the production facilities went unexcavated. In recent years this has begun to change, and we are able to see how production facilities changed over time. One major change that occurs (at least in Iberia) is an increase in capital investment in agricultural processing; baths are turned into wine and oil presses. Most of the people who had lavish villas and plantations with slaves had rich houses in the city as well, and would travel between their rural and urban houses as ritual obligations and disease patterns dictated.

In addition to major plantation-style villas, there are the smaller villas that had a primarily agricultural functions and were operated on the model of a family farm. They would have been largely self-sufficient, and perhaps if near the city of Rome would have sold it things like pigs and flowers.

Moving on from the social and economic role of villas, I'll take a stab at your specific questions. Most of these houses are made of stone, which was mined locally and at times carried substantial distances. Houses like this are expensive but are great at keeping out the heat of an Italian summer. As for windows, there would have been few windows in many of the actual rooms, which you want to stay dark and cool in the summer and warm in the winter, but lots of outdoor spaces (gardens and pools in a central courtyard, among other things) to hang out in the summertime. In some places, there were glass alternatives like gypsum, which is a semi-translucent stone from (among other places) central Spain that became a big commodity. The Romans had pretty advanced heating mechanisms, but this varied from place to place. In the most fancy (but this is way above what your even quite wealthy person will have) you will have underfloor heating (hypocausts). For the most part though the houses aren't so different from houses in the Italian countryside today. And it's cold in the winter!