First off, I will state that I'm not into brewing because of the alcohol, I tend to make reasonably low ABV beers. That being said:
Mash temps matter. If you're doing a partial mash, like your post seems to indidate, you need to mash at temps around 147-150 if you want a dry beer with more fermentables. Mashing high, around 158, will produce more dextrins and a fuller-bodied but less attenuated beer.
Different yeasts do have different tolerances to alcohol before they peter out, but we're talking in the 10% ABV range. Under that, most yeast won't have an issue. Some yeast strains simply don't attenuate well, though, and are better suited to making higher-bodied beers. I think Windsor fits into that category from my experience using it.
Best thing you can do - use a hydrometer. That will tell you your original gravity and your final gravity. When the gravity reading doesn't seem like it's getting any lower after several days of readings, the yeast is done producing all the alcohol it is going to and the main fermentation is over. If your FG is finishing higher than expected for the typical attenuation of your yeast strain, it's likely that the wort contained a lot of unfermentables. Depending on the style this can be a good or a bad thing.