Since the emergency flashers work I'd assume the fuse for the signal is blown. There are in fact separate fuses for both systems fuse 4 and 24 (I'm not sure which is which but those are the two).If that does not work I would check the turn signal switch/lever.
As far as power windows and locks I agree with celsdogg. It sounds like you're either not getting electricity or there has been a mechanical failure in which case you'll have to replace the locks and drive mechanism for the windows. Another simple suggestion for the windows is that the switch may simply be corroded and needs to be cleaned. Although that has not happened to my BMW I have had problems like that in other cars.
If you need help removing the interior trim to get to the window drive mechanism just pm me.