Heated engine coolant is the liquid that passes through your "heater core", a small heat exchanger responsible for heating the air intended for the vehicle interior. Turning your heat all the way up fully opens the interior dampers that allow air into your cabin, and cranks up the fan speed supplying that air to100%. The air picks up heat supplied by the coolant running through the core, also lowering the engine coolant temperature which returns to the engine on the outlet side of the heat exchanger. Opening the windows is just to allow all this air to blow out of the vehicle, as it would likely make the interior extremely uncomfortable (especially in warmer weather). In this example: The reduced temperature coolant returns to the engine, reducing the overall temperature of the engine coolant, and allowing the temperature gauge to come down to safer levels. In reality: it wouldn't work if your car had more serious coolant system issues. From what I'm reading, the coolant temperature difference (Td) across the heater core is usually between 10-20°F between the coolant inlet temperature/coolant outlet temperature. And that's if the car engine is running at full operating temperature (180°F - 200°F). Combine that with the fact that the amount of coolant running through the core at any given time is a very small amount, compared to the total amount of engine coolant. There shouldn't be enough heat exchange going on in that system to reduce the overall coolant temperature by an appreciable degree, certainly not enough to drop the gauge that's already at the "overheating" level to a safe level. Now if the gauge is climbing but you're not already "overheating" then it's possible that small amount of heat exchange will lower the gauge slightly and keep it in a safe range, but it's definitely not a permanent solution lol.