Whenever you see these 8 sizing boxes on the window's borders, then the window itself (as opposed to any control inside it) is selected, and can be resized. If you do not see the 8 sizing boxes on the window itself, then you can select the window by moving the mouse over the title bar (or some blank area of the window), and clicking the left mouse button.
You'll notice that certain size boxes let you size either the window's height or its width, but not both. The size boxes in the window's corners can size both height and width simultaneously.
The location (X and Y position), width, and height of your window is displayed in the status bar. The width and height are measured in dialog units (DLUs), rather than pixels. Dialog units are proportional to the font that you use in a given window. When you change to a different size font for the window, the window's size may change. The purpose of this is so that your window (and the controls inside it) will be automatically sized to accomodate various screen resolutions. For example, you may see the following four numbers appear in the status bar:
4, 18, 160, 100This means that your window is at an X position of 4, a Y position of 18, and has a width of 160 DLUs and a height of 100 DLUs.