The son of Ashe Windham and Elizabeth Dobyns,[1] he made an extensive Grand Tour of Europe in his youth, accompanied by his tutor, Benjamin Stillingfleet; the pair left England in 1737.

In June 1741, several members of the circle, including Windham, joined Richard Pococke in making an expedition to Chamonix.

They appear to have been the first recorded travellers for pleasure in the region, scaling Montenvers with the aid of local guides and giving the name of "Mer de Glace" to the glacier they subsequently examined.

[3] In 1744, he published a pamphlet, Letter from an English gentleman ... giving an account of a journey to the glacieres or ice alps of Savoy, describing his experiences and observations there.

After inheriting the house, he took considerable interest in the local militia, particularly in 1756 when the Seven Years' War made a French invasion a possibility.