I have not tried displaying movies inside a GWindow but I might be able to give some advice to get you started.

In Processing the drawing is done inside the draw method so each window you create needs its own draw method this is shown in the code below. (Note that inside these draw methods you need to prefix Processing method calls with appc.)

The prinln are just tests.

1. import guicomponents.*;
2. private GWindow[] window;
3. private MyWinData[] winData;
4. void setup() {
5.   size(300,225);
6.   createWindows();
7. }
8. void draw() {
9.   background(255);
10. }
11. void draw0(GWinApplet appc, GWinData data) {
12.   appc.background(255,0,0);
13.   MyWinData mydata = (MyWinData)data;
14.   println("0 " + mydata.movieLoaded);
15.   if(mydata.movieLoaded) {
16.     // load movie
17.   }
18.   else {
19.     // show movie
20.   }
21. }
22. void draw1(GWinApplet appc, GWinData data) {
23.   appc.background(0,255,0);
24.   MyWinData mydata = (MyWinData)data;
25.   println("1 " + mydata.movieLoaded);
26.   if(mydata.movieLoaded) {
27.     // load movie
28.   }
29.   else {
30.     // show movie
31.   }
32. }
33. void draw2(GWinApplet appc, GWinData data) {
34. //  appc.background(0,0,255);
35.   MyWinData mydata = (MyWinData)data;
36.   println("2 " + mydata.movieLoaded);
37.   if(mydata.movieLoaded) {
38.     // load movie
39.   }
40.   else {
41.     // show movie
42.   }
43. }
44. public void createWindows() {
45.   int col;
46.   window = new GWindow[3];
47.   winData = new MyWinData[3];
48.   for(int i = 0; i < 3; i++) {
49.     window[i] = new GWindow(this, "Window "+i, 130+i*210, 100+i*100,300,225,false, JAVA2D);
50.     window[i].addDrawHandler(this, "draw"+i);
51.     winData[i] = new MyWinData();
52.     window[i].addData(winData[i]);
53.     // To perform setup actions for your window use
54.     //window[i].papplet.
55.   }
56. }
57. /**
58.  * Simple class that extends GWinData and holds the data that is specific
59.  * to a particular window.
60.  *
61.  * @author Peter Lager
62.  *
63.  */
64. class MyWinData extends GWinData {
65.   public boolean movieLoaded;
66. }