On linux I know you can run files under different users pretty easily but on Windows how do you do it? Do I have to log in under that user? Can I run it with the schedule system? I need to be able to run a batch type file under another user.
Yes, you can select the target user when setting up a job in the Task Scheduler. It's in the "Security Options" section of the General tab.
Screenshot from Windows 2008 R2: