It’s probably a regional thing, but storm windows (sometimes called a storm sash) are basically lightweight secondary windows installed on the outside of single pane windows. This provides protection for your primary window from hail and storm debris, as well as just generally providing better insulation by turning the whole combination assembly into a sort of a primitive 2 pane window.

Storm windows are normally left open/swapped out for screens during the warm and moderate seasons, and closed for winter (and sometimes the stormy part of spring). During the worst of winter they can make a huge difference in how cold and drafty a room feels, as well as save on overall heating bills.