
The Arrest of the Fun Girls - S5-E28
Continuity mistake: When Helen and Thelma Lou walk into the courthouse and find Andy and Barney dancing with Daphne and Skippy, there are lipstick marks on Barney's cheek, but when Andy gives Skippy her sweater and radio then tells them both to go, in the closeups the lipstick marks are gone, though they reappear momentarily.

The Arrest of the Fun Girls - S5-E28
Continuity mistake: When Daphne and Skippy drop in on Andy and Barney at the courthouse and want to "play jail," Skippy carries the radio and her sweater into the jail cell with her, but when Skippy asks for her ukulele we see the radio and sweater are now on the side desk, under the gun case.
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.
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