Key Maps are groups or collections of Mapped Keys. Think of them as buckets where you are storing all your Mapped Keys.
Always on are exactly that. They do not get turned off when you use the Mapped Key toggle (SHIFT ALT M or the button).
Non-Combat and Combat are other collections. The names mean pretty much nothing other than for sorting purposes. This is pretty much explained here
http://www.isboxer.com/wiki/Key_Maps.
Mapped Keys are the things which translate key presses on your keyboard into actions in the game or within the configuration of Innerspace. Sometimes Mapped Keys have a key you press to action, and sometimes they are triggered by other mapped keys, mouse buttons, foot pedals, or if you are a fancy programmer - voice. This is pretty much covered here
http://www.isboxer.com/wiki/Mapped_Keys.
If the reading is a bit much, MiRai has done a great video here
http://www.youtube.com/watch?feature=pl ... lzHM_SmFvk (this is also linked on both the pages linked above) I suggest you watch this as it provides some very useful info about basic Mapped Keys and simple Targeting, which you are after. It also explains some of the terminology which is needed when navigating around the different forms.
As to whether you can setup specific actions on specific windows. It depends on how restrictive you want it.
If you want to press 4, and it to only send a 4 to Window 1, then you need to create a Mapped Key, which is a broadcast mapped key, but has a target of Slot 1. This will restrict it to only sending to Window 1 (I am attributing Window 1 and Slot 1 to be the same). This does mean that if you press 4 while you are on Window 2-4, then it will still send a 4 to Window 1.
It gets tricky (and a little convoluted) if when on Windows 2-4 you want to be able to press 4, but have absolutely nothing happen on any window. If you want to restrict that, then you need to make a new Key Map group (I call them groups as it seems to help the understanding), and put the Mapped Key in that group, and only assign that Key Map group to the Character you want to be able to press 4. You will then need to make an additional Key Map group, along with another Mapped Key for 4, but this one will do nothing, i.e. you do not add any actions to it. You then assign this Key Map to the other 3 characters. This way, when you are on Windows 2-4, and you press 4. Nothing happens. To be fair, this is kind of an unusual request as most of the time you either want Innerspace/ISBoxer to do something on 1 or more of the windows, or for it to let the normal behaviour of the game to function. It is not normal to not want the game to respond to a perfectly valid input; the result being it is convoluted to disable that input.
Note: If you add your own Key Map groups, then you will need to add them to the Activate Maps mapped key in the Always On group. Otherwise they will be the same as the Always On group, in that they will not be turned off, but rather they will be ALWAYS ON (see it's in the name - does it make sense yet). This phenomenon is explained here
http://isboxer.com/wiki/FAQ#I_added_a_n ... able_it.3FThe round robin you described is not a simple round robin, but would be achieved by a Mapped Key with 3 steps. A step in a Mapped Key is executed on each press, so 3 steps would take 3 presses to cycle. In each step you have 2 actions. 1st action sends 3 to Slot 1, 2nd action send 3 to Slot 2. Step 2 is pretty much the same except the Target is Slot 1 and Slot 3, etc. You could do it in a single action if you want to get a little fancy with the Target setting. More info can be found here
http://www.isboxer.com/wiki/TargetIf you need step by step help with some of this, then you can pop into the IRC chat channel for Live help. You can easily get there in ISBoxer by clicking on the blue speech bubble icon.