Not an option at my workplace. I'm stuck in a windowless office with a door.
Apologies - but I don't have a written source - perhaps someone else can shed some light..
Rooms with no doors in large buildings are sometimes used as meeting rooms (since they aren't intended for permanent work). I have seen once a large room with just a few windows that were far away from most desks, I guess it was technically legal but would probably not pass should one of the employees sue (comfort is an important part of the law).