Not been on a cruise ship yet where the windows open, but there might be some but basically the room is air conditioned and you adjust this to suit your requirments. The only way you can guarantee and open option is to book a cabin with a balcony.
I've never known a cruise ship to have windows that open. Outside cabins are generally on the lower decks and they do not have windows that open. All cabins have air conditioning. If you like the Artic or desert feel to your cabin, they are very good. If you want a bit of fresh air blowing through, book a balcony.