“Sort of”. Yes, you can set Rules to shut off the HVAC system if a window is opened, and re-engage it if the window is closed. You can also do it after a specified amount of time.
The thing I don’t see is re-engaging it in “Auto” mode, where both heating and air conditioning are active at the same time. You can re-engage heat or cool, but not both ATM.
Let me do some testing. Might take a day or two. Curious what happens when you have more than 2 windows. Can you use a group rule?