Windows stores its own password - there's no way to have it automatically synchronize with other sites like Google so that when you change one it also changes the other.
But you can manually change your Windows password so that it has the same value as the other sites - just sign on to your machine and then press "Ctrl-Alt-Del" (hold down all three keys at the same time) and select "Change a Password...".
There is a rumour going around that Windows 8 will be designed in such a way that logging in will log you onto your online services as well, i.e. cloud integration. Can't say how true it is, but anyhow, Windows 7 doesn't work that way. It has it's own password separate from everything else, just like sminlal said.
I would be surprised if Win 7 or Win 8 ever supported a feature that linked the Windows password to online passwords. It would create a fertile breeding ground for hackers and it flies in the face of the security practice of not having the same password for all your security logons.