You cannot add controls in the RadWindow control - it is designed to replace the standard browser window and that is why, just as it, it only loads an external page. You can create an additional WebForm, display the needed information in it and then show it in the RadWindow.
I am not quite sure about your exact scenario and requirements, but I also recommend to examine the RadToolTip control, which is very useful in such scenarios. You can find its online demos here
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