You can find it under System Preferences > Keyboard > Shortcuts, in the Keyboard section. The shortcut name is "Move focus to next window". It will automatically cycle the windows in reverse order adding shift to the shortcut.
Is this not something that is enabled by default on all macOS installs? Cmd + ` has been something I've used for ever. No 3rd party app required.
They are looking for the exact opposite, a shortcut that will only switch between different apps. Cmd+` only switches between windows of the same app, and I believe cmd+tab switches between windows of any app.
No, Cmd+Tab switches between apps not windows within all apps.