Because of the small scale of this dollhouse, I suggest that you assemble the window bays, in their entirety, away from the dollhouse. You will have a very hard time finishing the interiors if you do not.
The bays are very detailed and have large windows. They do not have much wall area. You might want to finish them in a different style rather than using wallpaper. I plan on staining mines to match the interior trim.
The bays also have window seats, so you might want to upholster them. I plan on doing that later on, once the dollhouse is finished.
For the time being, I assembled my bays and will leave them alone to dry. After I finish the interior of the dollhouse, I will continue working on them.
The instructions will tell you to begin adding window trims at this point. Do not. Leave all trims for after you have finished the walls.