I've been playing around with SketchFlow from Microsoft and one thing that bothers me is that I cannot seem to find a window looking like sketch.
I would like it to have title bar and 3 "buttons" like all normal windows do (minimize, maximize, close buttons).
In Balsamiq Mockups this is very easy, however I don't see any kind of window-like sketches in SketchFlow.
I'm trying to mockup future desktop application.
You are correct that there isn't one built in. In SketchFlow you can easily make "component" screens that can be used multiple times. To create what you are looking for you could combine a sketch rectangle, with a couple of buttons and a textbox. You can select all of this content, right click it and make it into a component screen.
The MockupsLibrary also provides the mockups you are looking for. Once you've installed it, it'll appear in your assets as "ButtonWithIconMockup". You can select the "WindowMinimize", "WindowMaximize", and "WindowClose" for your IconImage attribute to get the desired result.
With Expression Blend 4, you can install the Mockup Controls by following the instructions at How to add mockup controls to your Expression Blend library. In the new Assets | Mockups category you will see a WindowMockup item that does exactly what you wanted.
To play around with the Mockup Controls, try the MockupDemonstration sample from the Help Welcome screen.
Unfortunately, there doesn't seem to be a builtin MenuStrip yet (although you can laboriously build one yourself from the non-sketchy SimpleMenu and SimpleMenuItem controls)? Also there doesn't seem to be any support for indicating keyboard accelerators (prefixing the desired letter with & doesn't work).
In general, it seems like Sketchflow really isn't designed to be used to prototype standard desktop applications?