You can distinguish the active window from the inactive window by looking at the title bar. If the close, minimize, and zoom buttons are in full color then the window is active. Another way to determine which window is active is by the menu bar at the top of the screen, when the window is active it will reflect the name of the application (circled below) and the commands that are appropriate for the active application’s window. In the image below, the "Mac HD" window is inactive and the "Word Document1" window is Active.

In the image below, the "Mac HD" window is now active and the "Word Document1" window in now inactive and the menu bar has changed to the Finder menu bar.