Unlike the mirrors, the windows do seem to be based on a digital circuit of sorts that produces pulses whilst the motor is moving, mainly used for detecting motor stall in case of an object in the way I think.
Also, I don't think the windows work, even for a few seconds, if the key is remove from the car, which in theory means the whole circuit for controlling the windows is dead if the key is removed.
If that is the case I don't think it would be as simple to just pass the same signal as the "auto up" key.
You can directly wire the motor to power, and there is a permanent live wire in the door that can provide suitable current to power the motors. However, when the windows reach the top, you need to stop the power, which is usually done through the pulse circuit I think. If you can get the output from the pulse circuit when the motor is running (maybe it will produce no signal if you wire the motors to power directly), then you can decode it yourself, it's just a square wave. Another option would be to use a timer circuit, but I don't know how reliably the windows roll up in a certain amount of time.
In which case, the circuit would be about as simple as the mirror one, use lock wire as the trigger for a timer circuit, which activates a relay and powers the motors until timer circuit runs out...
This is just a bit of speculation though, unfortunately my electronics knowledge isn't that great, and I haven't actually poked around to see what happens in the door.