Almost all vibration data collectors, analyzers or software have an option to select the "window type" to use for a particular measurement. In short, when sampling and digitizing vibration data, there is a tradeoff between the accuracy of the measured frequency or the measured amplitude of a given signal. Windowing is a way to make a compromise between the two.
When collecting continuous vibration, say on a machine that is running at steady state; use the "Hanning" or "Hamming" window. These provide a good compromise between amplitude and frequency accuracy. (Continuous = Hanning, Hamming)
When conducting a bump test for resonance or when trying to measure a single event or transient, use the "rectangular" window, which is the same as no window. This gives a good frequency reading but errs on the amplitude side of things. (Bump = Rectangular)
When calibrating a sensor, or when in need of very accurate amplitude readings, use the "flat top" window as this gives the most accurate amplitude reading but the worst frequency reading. (Accurate Amplitude = Flat Top)