One should pray in a room that has windows. In the Talmud, R. Hiyya Bar Abba cites the book of Daniel, (6:11): “and his windows being open in his chamber toward Jerusalem (he prayed).”
The first meaning is that through a window one can look toward Jerusalem. Still, as with most halachot (Jewish laws), there are levels upon levels. Our prayers celebrate the beauty of God’s world. How much more significant if we can see the world as we sing its praises? When, during the Amidah, we recite “who daily renews the work of creation,” the phrase is enhanced by looking out over the sky, the field and those who pass by.
Perhaps the tradition also envisages others looking in at those who are praying. To see people at prayer is to be reminded of higher things in the middle of one’s day.
Finally, there is the idea of oneself being a window, shining from the inside. At our best we are intended to be the light that is our gift. “The soul of a person is the candle of God” (Prov. 20:27). Through windows we see God’s world and one another.