Firstly - it would be more natural to say 'What is the difference between..." or "What are the differences between..." (and yes, the singular form is common, even if it's not logical!) Beside - you are at the side of it. You would not say that if you were in front of it. It does not sound very natural to me to say 'I sit nearby my window' - nearby is usually used for other objects, and is also usually used in absolute terms, rather than in reference to another object - e.g. Is your car far away? No - it's nearby. To me - 'near' means a little further away than by, or beside. So - by or beside might be within a metre, near might be a few metres away.

I sit by my window - я сижу у окна I sit nearby my window - я сижу неподалеку от моего окна (в окрестностях) Near - рядом ... здесь не очень звучит. Beside это рядом с объектом