You bet you have to be careful about having open windows in the house. But you know, ferrets can also scratch the flywire in front of windows so don't think that just because you have that, it'll keep your ferret inside!
I left my patio door ajar but put a plank of wood in between the door and the wall to make sure my ferret couldn't get outside.
I was only out for about an hour but when I came home, I was horrified to find she'd managed to climb up the wood and scratch a hole in the flywire and got outside.
It took 2 days but we finally found her in the garage of the house nearby. I swear I lost 10 years of my life and since then have made sure no windows or patio doors are ever open.