They have a compression gasket. They don't need, nor will, caulk do anything.
A couple of owners over the years have had a problem with the gasket, but it's pretty rare. Thew first thing to try is tightening the window with the screws on the inside. If that fails to cure the problem, and you are SURE it's the window leaking, (again, pretty rare) then pulling the window and replacing the gasket is the next step.
You are more likely to find a leak or gap at the seal that runs up the center of sliding window, there have been issues with that seal contracting and leaving a gap at the bottom. The most common fix for that is a bit o silicone to fill the gap.
If the leak is in the storage compartment, oddly enough, that is usually the door gasket, not the frame or insert gasket, of the cargo door itself.