You can do it like on the dollhouse box photo where the white edges of the dollhouse wall are visible between the interior and exterior window trims. This is usually how I do all of my dollhouses because it makes the windows really pop. Or you can paint the edges of the wall between the interior and exterior window trims to match them.
On this dollhouse, I decided to paint the edges to match the trim and the reason for this was that leaving them the same color as the dollhouse walls caused the dollhouse to look "striped". There is just too much half timber trim on this dollhouse to leave white edges around the windows. All you could see from every angle was white and dark brown stripes everywhere.
You can see an example on the pictures below of the comparison between white edges showing around the window trim and edges painted to match the window trim.
Painting your wall edges is best done after the exterior window trim has been installed and before you install the interior window trim. Remember your window panes will have to go on first when you do your interior window so that will make it nearly impossible to paint those edges to match.