Just press Command-` to switch between windows of the same application. Command-Tab to switch between windows of other applications.
If you have the keyboard in another locale (I use ES-intl) that hotkey doesn't make any sense at all: ` is next to "p" in my keyboard, and works only as a dead key. Cmd-` is literally impossible to use on it.
If you are in this situation, do yourself a favor and remap the "move focus to next window" hotkey [1]. It is very useful and I couldn't live without it now.
[1] https://apple.stackexchange.com/questions/280220/how-to-chan...
It's probably worth noting that the defaults remain on common Linux (at least KDE, GNOME, and Cinnamon) and Windows desktop shells with Alt instead of Cmd.
On Linux, Windows, and OSX, adding Shift cycles in reverse order.