Are there any windows / android wallet which can generate multi-signature address ?
So far, i have found multi-signature address in online services
Other than greenaddress.it, I've not heard of any. I would recommend greenaddress though.
I do believe you both have some reading comprehension issues...

GreenAddress.it is an online service.
This post just above lists three desktop clients which support multi-sig, one of which (Electrum) is also available for Android.