starter location on 95 929.car sputers,rear windows dont roll up or down motors work

The starter is at the rear of the engine, low, by where the engine joins to the transmission. In regard to the driveability problems, you need to find out what the check engine light is trying to tell you. Also you might consider replacing the fuel filter if you have not done so. The check engine light indicates that the computer has detected a malfunction in the engine/emission control system and has diagnostic codes stored which would be essential in diagnosing the problem. A Mazda technician with a scanner could access the diagnostic codes and then be able to give you a diagnosis based on codes and testing. That the rear window motors operate but the glasses don't go down or up indicates that there's a broken or disconnected part in the window lift mechanism. You'll need to remove the doortrim panels to see what's failed.