Yes, saying "the room has a window" does not rule out the possibility of more than one. We say this sort of thing all the time. Like if I say, "Yesterday I met a tall man", no one would take that to mean that the man I am talking about is the only tall man in the world.
I think you're confusion is one I've heard from people learning English before. "The" does NOT mean "the only one in the world" or even "the only one in this particular time and place", and "a" means "one of many". "The" means "the one I have specified earlier in this context", or sometimes "the one implied by this context".
It is quite common to refer to something as "a" when you first identify it, and from that point on, now that it has been identified, to refer to it as "the". For example, "There is a window in my room. I looked out the window and saw a green car." Do you see what I did there? In the first sentence, it is "a window", because I have not yet identified a specific window. But that sentence identifies this as the particular window that I am talking about, so from there on (in this conversation) it is "the window".
Yes, if there is only one of something in the universe, or only one that I could be referring to in this context, we may refer to it as "the" from go. "I live on the Earth." There's only one Earth, so I don't need to identify which one. "I met the president." There's only one president. Well, there's only one president of my country at any given time. Etc.
So usually we don't refer to something as "the" on first mention unless it's the only one I could possibly be referring to.
Now here it gets tricky. We say, "My room has a window." There are many windows in the world, and my room has (at least) one. Or I could say, "My room has a window. I looked out the window and saw a green car." As I said earlier. I could also establish the context and therefore identify the particular window in one sentence. "I looked out the window of my room and saw a green car." By saying "of my room", I narrow down the list of windows I might be talking about to just those in my room. If my room has only one, then it is "the window". If I said, "I looked out a window of my room and saw a green car", that implies that my room has more than one window, because I've established a context, "my room", but I still say "a", implying that there are other windows that I could have talked about in that context.
You would NOT say, "The room has the black window" unless you had previously identified a particular black window that you were talking about. Like you could say, "There is one black window in my house. My bedroom has the black window." But if you began a conversation by saying, "My room has the black window", the natural response of the listener would be to ask, "Which black window? What do you mean?"
If you want to specify that a room has only one window, you could say, "This room has only one window."