Continuity mistake: As Barney is turning in his deputy equipment to resign his handcuffs are hanging out of his pocket. After Barney states he wishes someone would just commit a crime, Opie enters. As the camera pans out so Andy can ask Opie what happened, the handcuffs are no longer in Barney's pocket, and he didn't put them on the desk with the rest of the equipment. (03:03:00 - 03:11:00)
Continuity mistake: When Barney and Andy are looking at Barney's picture on the front page of the newspaper, first, the article has nothing to do with Barney or the arrest, and second, when Barney takes the paper from Andy he folds it with the front page on the outside, and the page we see is not the same front page from the closeup.
Plot hole: When Barney's telling Andy about the poem written on the bank wall, Barney blames Opie and doesn't mention anything about Opie using chalk, but when Opie walks in Andy tells him, "Barney says there's a poem written on the wall of the bank, and that you were standin' along beside it with a piece of chalk in your hand," and then in a few moments Opie explains that some big kids pushed the chalk into his hands. So it's impossible for Andy to have known that chalk was used to write the poem, and not a marker, a pen, or a pencil.
Answer: As noted in the previous answers, in real life, things like this provided wind and/or rain deflection, and also maintained a bit of privacy when blinds were raised somewhat. The interior courthouse set was located in the studio, so the "outside" Main Street didn't exist. I believe these things were added to the courthouse windows for practicality, to avoid some crew movement being visible on the opposite side of those windows. These are not "window boxes" to hold anything, as they're actually bottomless; we can see the Venetian blind's long pull cords under them. They're made of plywood and simple to build, so the "material and labor" was inexpensive. Similar variations made of different materials are in other movies/shows. In 1957's "12 Angry Men," textured chicken wire glass panels are in the jury room windows, and in "Jesse Stone: Night Passage" another type is in Jesse's office windows.
Super Grover ★