Continuity mistake: On the curb outside the courthouse there's a fire hydrant beside the pole, which not only changes its position on the sidewalk in different scenes, but it has also vanished at the end when Rogers drives away, as Barney crosses the street.
Continuity mistake: While the squad's siren switch is stuck in the on position, Barney and Rogers get out of the car to open the hood, and suddenly there's a pencil sticking out of Barney's shirt pocket for Rogers to use to tap the condenser box, to stop the blaring siren.
Continuity mistake: At the beginning of the show, Andy notices a wanted poster on the office bulletin board and tells Barney that he had learned from news accounts that the wanted person had been captured. Barney removes the poster and places it in a file cabinet. The next day when Roger reports for duty, he and Barney are looking at the bulletin board and the wanted poster is back up.
Answer: Those "boxes" are valences that used to be very common, before air conditioning. They allow for windows to be open during rain storms. They permit air circulation, without letting the rain in.