The window in a ceiling or roof is called a Skylight.
sun roof
The roof
A car without a roof is called a convertible
A mroof (or "moon roof") is a built in feature on the ceiling of some cars. It is retractable, and is like a window on the roof of the car.
They are commonly called dorma windows
the headliner or roof
Turret
DormerThe window is still a window, but the whole opening with the intersecting roof line producing 2 valleys and one ridge, and the walls and 3 sides with the window opening is called a Dormer.
Probably a bimini top
Domed building rotunda
In the auto industry, it is called the "head liner".