It is quite hard to write documentation for the Window Manager, as there is not one Window Manager but there is one per platform (Silverlight, Phone, WPF and WinRT). To make it even more complex: these Windows Managers have different interfaces and features.
The Window Manager is used for every Window that is shown (modal and non-modal).
A Windows Store application consists of multiple pages. The Window Manager is used to show the Settings Flyout only.