The easiest way to deal with a closet that has a window is to incorporate it into the overall closet design. There are many health benefits to allowing natural light in to home and this can include your bedroom storage areas.
Closet shelving units can be designed around the window with ease. The cabinets could be custom made to fit around the window so that you can enjoy the view from your window and still have enough storage space for you clothing.
It may be possible to construct a bench under the window where you could sit to put on your shoes. This bench could be multi functional as storage space could be created beneath.
The possibilities are endless. Simply ask your closet designer the best way to incorporate your window into your closet design.