 ENH: Raise ValueError for unsupported Window functions
- [x] ref #26597
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Weighted std could be implemented but there are also other functions weighted `Window` is lacking.
@jreback it is ok when directly calling an unsupported function but raised error (`AttributeError: 'Window' object has no attribute 'dtype'`) is not informative for `agg` function Please don't merge this as it raises `ValueError: no results` in some cases. Will check it when I have time `skew` and `kurt` functions as an argument to `agg` raises `unknown string function` error. `min` and `max` functions on the other hand doesn't raise anything and returns `Window`object. lgtm @ihsansecer ping on green. thanks @ihsansecer  btw now that pandas/tests/window/ exists would love to split test_window even more :-> @jreback noted :)