Revealing mistake: During the holdup at the bank, while the bank robber's holding Asa's broken gun, when Andy motions to Asa to duck out of the way in the closeup we can see the two thin wires to the left and right pulling the gun apart.
Visible crew/equipment: When Barney walks into the bank dressed as a woman, we can see the two curved chalk actor's marks on the floor behind the teller.
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 ★