Here you can see the unpainted window facade (top. white). To create the frame 3 pieces of mdf were used, one the width of the window covering, and two the desired distance away from the wall. They were mitered on the corners to create a strong joint. On top of this frame, crown molding and other decorative molding was glued and nailed on to add a nice finish. A treatment like this can be then painted or stained.