Yes, you can. Whether you want to is a matter of opinion.
The advantage of hooking multiple things to one zone is that it uses less zones and is therefore cheaper.
The advantage to hooking them up separately is that is allows you to do very specific monitoring, automation and troubleshooting.
If you do decide to hook up multiple things to one zone, you do NOT just hook them all up in parallel to the zone terminals. They need to be in series, which is another way of saying daisy chained. One sensor gets one wire hooked to the zone common with the other wire going to the next sensor, then the next sensor connects to the next senor until you get to the last sensor, which hooks up to the zone input. It can make a rats nest of a panel installation if you aren't careful.
In my opinion, if you already have all the sensors wired to the panel (or can do it easily during construction or remodel) it is better to use as many zones as you can. If you have to work hard to pull new wire, then I would go the easy way and use one zone.
when you wire multiple windows in series - you only need 1 EOL resistor. If they are already wired at every sensor, then yes, you will have problems (unless you can pull them back out).
Another reason to consider NOT wiring them all in series - if you have a problem with a sensor (it does happen) or a wire - it becomes MUCH more difficult to trouble-shoot. Also, while you are troubleshooting - you will have to bypass ALL the windows (since they are on the same zone) reducing the security of your establishment.
Final reason is for automation purposes. If they are all 1 zone, you can't make logical decisions based on their states. You might not have a need for it now, but you might in the future...