In Madame Bovary, what do windows signify?

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The primary significance of windows in Madame Bovary is to symbolize escapism. This is shown in many ways. 

In chapter 7, her life is described as follows:

. . . for her, life was as cold as an attic with a window looking to the north . . .

This indicates that most of the time, Madame Bovary aspires to do or see something else newer, or better. The saying "the grass always looks greener on the other side" is applicable to Emma. She is never satisfied and, as such, she always looks at some other dream into which she can invest her attention.

In chapter 17 (part II, chapter 8), we find Emma fantasizing about the three most influential men in her life, aside from her father: the Vicomte, Leon, and Rodolphe. Here, the window is tantamount to a screen where she can project her fantasies. 

She fancied she saw him opposite at his windows; then all grew confused; clouds gathered; it seemed to her that she was again turning in the waltz . . . on the arm of the Viscount, and that Leon was not far away . . . and yet all the time she was conscious of the scent of Rodolphe's head by her side.

Lastly, let us not forget that it is through the window that a lot of memorable events are seen in Emma's life: she heard Rodolphe's carriage leaving her for good through her window. She also heard the blind man that terrified her right outside her window, as she was dying. She saw people looking through the window at the chateau when she danced with the Vicomte, making her feel unique. She also wanted to jump out the window in the attic when she found out that Rodolphe had left her. 

The motif of the window signifies a way to escape, both mentally and physically. Emma witnessed both glamour and tragedy through the many windows she saw through. 

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Emma is constantly searching for something different and better in her life. She feels trapped and unfulfilled in her provincial married life and finds herself often looking out (or into) windows, longing for what is outside of her own existence. She finds the light that shines in through the windows of her own home "pallid" and craves the intensity and excitement of a wider, more brightly lit world. Her gazing out of windows symbolizes that desire.

Most importantly, windows reinforce the theme of novel reading. Madame Bovary is a novel about, ironically, the pitfalls of reading novels. Words, Flaubert suggests, imperfectly reproduce life. The words in novels are not realistic enough. They don't give us the totality of what life is, but a false version of it. Words, especially in Flaubert's time, were often, however, seen as clear windowpanes into reality. Yet windows don't reveal the whole of reality any more than the words in a novel do. Both are limited. Nevertheless, Emma is always looking at life through a screen of some sort or another, be it a window or a book and mistaking that for a better reality. Rather than grappling with life directly, she replaces it with a fantasy glimpsed from afar that will destroy her. 

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Windows are directly associated with Emma.  They serve as symbols of a couple things.  One, they serve as a connection between Emma and the past.  At the ball, Emma notices the servants working outside (through the window) and is reminded of her childhood.  This simplicity is contrasted with the glamour and fanciness going on back inside at the party.  The window serves as the connection point.

More often however, windows are symbollic of escape - the desire to and the fact that Emma never does.  First, she desired to escape her former and more simple way of life.  Notice how often the reader is looking at Emma from the outside of the window - it is as if she is penned inside wondering if she really got what she wanted.  She contemplates suicide by jumping out a window.  She waves goodbye to Charles and Leon from inside a window.  Adding to the idea of escape, the windows also serve as a symbol marking Emma's lack of contentment.  They are a dividing line between two worlds - and whichever side Emma finds herself on, she's constantly wondering if the other is better.

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