My neighbour pollutes air by burning leaf, coals ,woods in front of my window.what to do.

Indeed it's everyone's right to breath unpollutted air. Air pollution is the major reason for many kinds of diseases. The neighbours also will be affected by the issue raised here. Lack of health awareness among the people is the cause for this issue.

Neighbour needs to be informed about the consequences of the issue. 

If the issue is not mitigated even after counselling the neighbour, the issue needs to be taken to the District Administration in the larger interest of the general public.

I am too facing the same situation.   But I feel complaining to police and then to file an injunction suit if he never budges to police.   Civil suit with strong points of pollution drawbacks may do I think.