あの窓をしめてくださいませんか。

that (someone or something distant from both speaker and listener, or situation unfamiliar to both speaker and listener)

window

indicates direct object of action; indicates subject of causative expression; indicates an area traversed; indicates time (period) over which action takes place; indicates point of departure or separation of action; indicates object of desire, like, hate, etc.

to make; to let

indicates a question (sometimes rhetorical); or; whether or not; some- (e.g. something, someone); indicates doubt, uncertainty, etc.; emphatic prefix; suffix forming adjectives or adverbs; in that way