Yes, the air con will use some power, but at normal speeds it is a small amount of the total enginr output and if you open the windows the increase in drag may cause more increase in fuel consumption. In traffic it may cause more fuel to be used.
Temperature, vehicle speed, vehicle size, and wind velocity and direction are all factors that will affect drag related increases in fuel consumption when windows are open. However A/C uses a significant quantity of fuel (I would hardly call a 10%-20% reduction in fuel economy as a "small amount") and for many cars A/C is demonstrably less fuel efficient than open windows even at speeds in excess of 60mph.