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I was wondering what is the difference between the windows that will render images on the screen (such as SDL, SFML or OpenGL) and the classic GUI window (with the gray background by default) where you can implement buttons like in Qt for C++ or AWT/Swing in Java?
What is going on in the background code? Are they the same type? Is there a rendering layer over the graphics window allowing to display such images?
Well first of all they are different APIs. SDL and SFML are libraries directed at making games and quite possibly other applications. OpenGL is a graphics API, it is not a full suite of libraries.
Note also that SFML pretty much uses OpenGL to render to the window. The actual window its self is created via platform specific functions. The Win32 API is used for windows and the X11 Window System is generally used on Linux.
The “classic GUI window” is pretty much the platform specific APIs. The differences in background code is really just defined by the purpose of the API. Note that in the end of the line Qt/SFML/SDL all go down to the platform specific API. OpenGL even requires you to interface with the platform specific API. SFML/SDL/QT essentially do the lower level work for you.
I hope I gave what you are looking for as this question really has a wide range of answers.