spectrum analyzer using MATLAB simulation

first of all , I want to know how the spectrum analyzer works in real time signals , I mean , theoretically when we want to know the spectrum of some signal we just simply calculate the Fourier transform since we know the value of V all over the time t , but in real time signals it is not !.
that takes us to the concept of window time that I never understood .
so how its works ??

thats y I want to learn how to use spectrum analyzer using MATLAB simulation .


second , I want to learn how to build simple simulation circuit using MATLAB , for instance how can I do FDM system with 3 signals and 3 different frequency carriers and the must important how can I demodulate them ??

please help me if U can .............