Windows are placed in structures called either Window Bucks or Window Boxes.

These hold the windows in place and bales are placed around them to form walls. This prevents the weight of the bales from warping or breaking the windows. Insulation is placed in the empty spaces and then sheathing is applied.

Here, a window buck on the straw, but no straw walls around it yet. It is braced in the rear so it does not fall out and across the front so it does not get out of square.  In the final installation roofing paper is placed under the windows to prevent moisture getting to the straw walls.

This photo shows a window box installed with roofing paper.

View from the interior of the installed window bucks with completed straw walls.