Yes, you can use Selenium to automate the window-based application with selenium but you need to get the help of third party tool. As already mentioned in one of the answers you can use AutoIT tool but for this, you should have knowledge of VBS Scripting so that you can make an exe file and run it with your selenium scripts.
The other method is like as mentioned above but you can also use sikuli tool which basically stores the locations as an image.
Both methods are useful when your application has an integration of web and window both. For large window based application, you can use the above methods but it might not be reliable as there will be a lot of exe or image files. You must take up the following Selenium Training course to learn it in a much better way. You can also watch the below-mentioned Selenium video tutorial to learn more about it. .
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