What do you mean by Windows contacts? Is is Windows Live(Microsoft account) contacts?
Once an account was configured in Windows Live Mail, contacts will be synced.
To add an account, please refer to this link :
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Windows Contacts was created in Windows Mail.
As I now use Windows Live Mail the W indows Contacts doesn't link.
For the meantime please try to check the solution article given below for some work around :
This solution article describes how to set up your Windows Live Hotmail POP3 account in an email client to send and receive emails.
Send and Receive Windows Live Hotmail emails from a Mail Client
There is no connection between Windows Contacts and the Windows Live Contacts used by Windows Live Mail.
If your Windows Contacts list is complete, up-to-date and correct, you can import its contents into Windows Live Contacts:
This import function will not take any notice of existing Windows Live Contacts, so you may end up with duplicates. which will have to be manually deleted.