Hi Mans,
the "global" here indicates the "horizontal" (count, time, etc.) dimension instead of the "vertical" (keyBy) dimension, i.e., all the received data will be placed into a single huge window. Actually, it's an orthogonal concept with the KeyBy operations since both DataStream and KeyedStream can define their own global windows. Compared with other windows (e.g., tumbling or sliding ones), it's more flexible to implement your own triggers on it.
Hope that helps.
Best,
Xingcan