You know from weather reports about "relative humidity", which is a measure of the amount of actual water vapor in the air compared to the maximum amount of water vapor the air can hold. Warmer air can support more water vapor than cold air. As warm air comes in contact with a cold window pane, it's temperature is lowered and the water vapor that it can no longer hold condenses. If the temperature of the pane is below 0°C (32°F). that water freezes to become ice on the window pane.