We often hear that "convolution in time is the same as multiplication in frequency", and vice versa, that "convolution in frequency is the same as multiplication in time".
So in a typical windowing operation, we do a point-wise multiplication of a signal $x[n]$, with a window $w[n]$. This means that in the frequency domain, we are performing $X(f) * W(f)$.
My question is the following: I wish to illustrate this for myself, but I am not sure what lengths FFTs to take, and what type of convolution to do. (Circular? Linear? etc). Those details seem to be missing from all sources I look at.
So, if you want to do convolution in the frequency domain, what lengths FFT do I pick to compute $X(f)$ and $W(f)$, and what type of convolution am I doing? Thank you.