Probably.And probably done without Rafa's knowledge. But Benitez only has a 3 year contract, so the club are well within their rights to purchase players, with a view to developing them beyond that point. I doubt Rafa would have a problem with that.
If anything, the obvious meaning of future player is one that will join in the summer.
"before this window is shut" Would that be like when they announced before the end of the last window that we would sign Alan Judge in this window?
Very likely just a player whose contract is up in the summer.