Which operating system are you using? Your screen shots show both Mac and PC and your profile indicates Mac. On Mac the windows are still as in your first screen shot and float over the drawing space. On the PC for the last several versions, they are normally found in the Default Tray which is normally positioned on the far right side of the screen but outside the modeling space. This means they don't have to float over the model. You can make trays for individual windows if you wish and have them positioned over the model space as in your second image if you want.
As for where they went in the Window menu, you can choose which ones are shown in the default tray and if you want to make your own trays, click on Manage Trays or New Tray and select the windows you wish to use there.
By default it should look something like this:
The windows in the tray do not cover the model space. You can keep those windows you're not using rolled up which keeps them ready for use without having to go to the Window menu every time you want them.