Use a sheet and nails to cover the window, blocking sight both ways but allowing slowed movement through the window. Causes a little sound both to construct and to pass through.
So basically you want to turn empty window frames into curtain doors? Doesn’t sound like a bad idea.
This gets my vote 
It might even be a simple thing to mod in for now,
I like this idea. We could also use the ability to add curtains to a window that does not have them.
Already exists, the third stage of Construct Window. 
I’m trying to do this, and I can’t. I have the Wood Saw, 2 Sheets, Hvy Stick and nails (and level 2 in construction). And I cannot turn my basic window into a openable/curtainable window. Is there anything else I need? Am I playing on an old version (0.A)? I can’t see the actual requirements for the 3rd stage of window, because I can’t figure out how to scroll the right side of the construction window, but I did look them up on the wiki and I am at a loss.
Any help?
Okay, figured it out. Figured out in the Graphics Options how to expand the visible area and that showed me that there is a long string in the requirements (which shoulda been expected since most of my string has come from busted windows). String not listed in the wiki.