Police officers are authorized to give lawful orders, the keyword is lawful.
"Mam, for my safety and yours, would you mind rolling the window down, please?" is a nice way of saying it.
If you're unsure if it's an order or not, you're obliged to ask, "Are you giving me a lawful order?"
If they say, "Yes, I am." you have to comply otherwise they can detain you for failure to comply with a lawful order.
Remember, if you're in clear violation of something and are obstructing an officer from doing his job like this cornball sister in the video, they can take a step further
But a lawful order doesn't mean a cop can violate your rights or allow him to do something grotesque or illegal
If the cop says, "Ok you fukking fakkit, I order you to get down on your knees, unzip your pants and let me fukk your rectum 'till it's drenched in my cum and blood."
You don't have to comply because it's not a lawful order.
It varies from jurisdiction to jurisdiction, though