You can configure the key combination in
Keyboard Shortcuts (tab),
Keyboard and Text Input (left list),
Move focus to next window in application (right list). This works globally for all applications.
For Terminal the Windows have a Cmd-N combination assigned (E.g. Cmd-1 for the first window).
You can display this shortcut in the window title in
Settings, (select your active settings),
Window (tab), then check
Additionally, the shareware Witch provides several different Window switcher, like "all windows of all applications" etc.