A sliding window analysis has two components: sliding and window. "Window size" is the size of the window, which is the length of the sequence you're looking at each time in the analysis. "Step size" is the size of the "sliding" action, which is the length of sequence you move between each window.
For example, in the sequence "MARY HAD A LITTLE LAMB", if window size = 3 and step size = 5,
MARY HAD A LITTLE LAMB MAR___________________ #window-1 12345HAD______________ #window-2 1234512345 LI_________ #window-3 123451234512345LE ____ #window-4 12345123451234512345MB #window-5