Morgan, I think you have a few issues with your Cavalier and I'd start one issue at a time. Start with your "Check Engine" light. I am not sure which code you got from Autozone (may be you can post it later), but if that code tells you it's your coolant temperature, it might be that sensor. Check for a stuck switch on the coolant reservoir, make sure that your fan works properly, and check the Engine Coolant Temperature (ECT) Sensor. We should get more specific if you can give us the code.
The way I read it is that your rear brake lights and indicator lights are not working. Check the lights/socket for corrosion. Change the bulbs and make sure you have the rights ones. Sometimes wrong bulbs will not make contact and therefore do not function. Check all your connector on the wiring harness for corrosion. 12129489 is the connector that could be the trouble, but again check all of them.
Your power window problem, Could be caused by a bad relay. In your vehicle it is either on the fuse block on the underside of the instrument panel, or in the engine compartment fuse box located on the driver's side of the engine compartment. It also could be a bad master window switch. You can check the Master Window Switch by doing the following:
1 Turn ON the ignition, with the engine OFF.
2 Disconnect the Master Window Switch.
3 Connect a test lamp between the ignition 3 positive voltage circuit of the Master Window Switch and a ground. If the test lamp light up, connect the light to ignition 3 positive voltage circuit of the Master Window Switch and a ground on the Master WIndow Switch.If the lamp lights up, you have a problem with connections to the switch and check all the wiring to the switch. Definitely check for bad ground. If it all looks okay and you do have ground and power, replace the switch.
As you can see, it can get quite involved and will require organized trouble shooting. Sometimes it is as simple as a bad bulb whereas other times it gets really complicated. Start one thing at a time, get a good manual and organize your approach to this. I am sure you are going to get it accomplished. Let us know if you need further help, you have a great community out here that is will to help you out. Good Luck