The electron beam test platform, as a pre-research project for Shenzhen Superconducting Soft X-ray Free Electron Laser (S³FEL), will be used to overcome several major key technology challenges in high repetition frequency free electron laser. In this paper, the structural design of the injector dump beam window for the Electron Beam Test Platform of S³FEL is carried out, and a brazing water-cooled copper window is designed based on the electron beam parameters. The thermal structural calculation of the beam window is carried out using finite element analysis method, and the temperature, stress and deformation under different cooling channels and cooling water flow rates are analyzed. Considering the cooling effect, economic efficiency and flow vibration factors, the M-type cooling channel with the flow rate of 1 m/s is finally selected for the beam window. In addition, the vacuum distribution at the beam window is calculated, and all the results meet the design requirements, verifying the rationality of the design and ensuring the stable and reliable operation of the facility.