Hi, this isn't mapped to macro engine, because it is essentially an abstraction of Session (at this moment), and we didn't want to expose potentially sensitive data from session to front-end developers without the access to source code.
If you make your custom macro method, I recommend to make it for that specific case, so instead of making method such as:
{% GetWindowHelperItem("somekey") %}
I recommend
{% GetMyWindowInformation() %}
Which would internally use window helper.
Also note that adding data to session may increase overhead of the application if you run it on more instances in cloud or in a web farm. If you could elaborate more about what you need to achieve, maybe there could be a better solution than session. Kentico uses WindowHelper primarily to pass short-term living parameters to new windows (typically dialogs) to not spam the session too much.