It depends on the window type, example- if your windows are factory finished. Factory finished windows are usually not painted and vinyl windows can't be painted. If your windows are painted now, then they should have been part of the proposal. If not, then you should have been informed of this before the painter started.
The best time to talk about options, windows or no windows, is during the initial visit to look at your house. I prefer to talk about everything at this time, face to face.
Ask the painter why the windows weren't included and the extra cost to include them.