Continuity mistake: While Andy and Barney are trying to sell The Cannon, when they're talking to the shop owner who's seated in the rocking chair we can see the area between the squad car and storefront, with various items for sale, but in the next shot the covered cannon has suddenly appeared - and it's tall enough to have been in view in the previous shot had it actually have been there.
Other mistake: When Ralph Mason walks into Walker's Drugstore and asks to purchase a tin of pipe tobacco, the tobacco tin that Ellie puts on the counter has black tape across the top covering its brand name, which is "Tuxedo."
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.