Windows in roofs, often referred to as simply "rooflights" are the source of many leaks due to failure of the flashings around the window frame.
Fabricating the lead flashing to precisely follow the contour of the slates or tiles requires care and skill. The roofline is subject to the full force of the storm unlike the windows installed in the walls lower down the house.
The images above show the inclusion of a roof window in a newly constructed tiled roof in Altrincham while the images below show how a roof window can be installed in a flat roof in Hale, Manchester.