Yeah, you run hot wires to each system - from either a BAT (unswitched) or IGN (switched) supply.
Which one you use depends on whether you want the particular system to be operable without having to turn the key (or even having the keys).
I could see the wisdom in running the power windows straight off the battery. Like if it starts raining and you run out to roll them up - and DUH - you forgot the keys. So, as far as the power windows being hot all the time, it probably doesn't matter.
On the other hand, running the power locks off the battery - not so smart. For obvious reasons, you probably want to avoid locking the doors without the having the igntion key in your possesion.
The power windows can be spliced together as in the wiring diagram below (the middle section of the harness that you are missing really only acts as a big long splice). Just tee off the common hot lead (2 mil pink wire) and run that over to the fuse block.
The power locks can be similarly spliced and fed from the fuse block on the orange/black hot wire. However the lock system incorporates a relay between the two side of the harness. This allows both lock motors to be operated at the same time and from either side.
The power windows don't use a relay. Each side (driver's & passenger's) has it's own switch for local operation only - and the driver's side has an additional switch that allows the driver to operate the passenger side window remotely.
To make the power locks operate as designed you will need to have that relay.
One other thing worth mentioning; the power to the locks can be run through a normal fuse for over-current protection, but the window circuit should be protected by a circuit breaker instead of a fuse.
Apparently this is due to the fact that the window circuit can often draw excessive amperage and blow the fuse (if your kid's head gets stuck while rolling the widow up for example). Rather than having to scramble around trying to locate a spare fuse - with your kid screaming his head off and police showing up, etc - you just have to wait a minute or so. After a short period the breaker cools off and resets. At that point you an roll the window down and release the child's head.
Wiring diagram:
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