Short answer: To list and switch directly between Finder windows, use the Finder's Window menu (they're listed at the end), or Secondary-click (right-click or Control-click or two-finger click, or whatever) on the app's icon in the Dock. To cycle between windows use Command-` (that's backtick, just above Tab at least on US keyboards) or choose Window menu > Cycle Through Windows. Many other apps have a similar Window menu and keyboard shortcut.
The backstory: there's a bit of a philosophical difference between Windows and macOS: Windows treats each window as an independent thing, while macOS thinks of apps as the independent things, and an app's windows as things within that app. Thus, in macOS, switching between apps (Command-tab) is a different operation than switching windows within an app (Command-`). Similarly, the Dock shows running apps (along with permanent shortcuts), but not all the windows within each app (unless you Secondary-click to get details).
There's another consequence of this difference that messes up Windows people coming to macOS: closing all of an app's windows doesn't always quit the app, so they tend to leave windowless apps running in the background. To actually quit an app, don't close its windows, just press Command-Q or choose application menu > Quit.
