The window frame holds the window sashes in place. In all but fixed windows, the sashes slide up and down (in double-hung windows) or swing in or out (in casement windows) from the frame. The separate panes of glass are held in place by muntins (a single sheet of glass may be divided by strips of wood that look like muntins).
Wood is the traditional material for window frames and provides the best insulation. Although it is attractive, water and sunlight can take their toll on wood frames. Even if their integrity isn't compromised by severe weather, wood frames need to be repainted from time to time to keep up their appearance.
Wood frame windows are sometimes clad with metal or vinyl to protect them from weathering. All-weather metal or vinyl window frames are virtually maintenance free, and some types can be painted.