
Revealing mistake: While Andy, Aunt Bee, and Opie are at the Hollywood studio watching a scene being filmed, when Andy mistakenly stands up and interrupts the filming we can see the wall and shelves behind the director, and it should look familiar because it's the wall and shelves from Floyd's shop in Mayberry.
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.