Factual error: Andy tells the hobo "that will be the 3:45 stopping for water", meaning its a steam locomotive, but by the time this episode was made railroads had long since switched to diesel.
Andy and Barney in the Big City - S2-E25
Factual error: Though they are suppose to be in Raleigh, the skyline view is not Raleigh, NC.
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.