I agree with the above, it's not clear at all what you're referring to; if you mean interior decorative framing to wrap a window that might be a good idea or not, ditto for exterior.
If you're referring to constructing a window assembly the first thing you want to do if you're in Cali is to do a bunch of research, starting with the CEC (California Energy Commission) on their requirements and how you're going to prove that you comply with them. They have VERY strict rules in place and the energy efficiency demands on window assemblies are difficult to obtain and expensive to establish.
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