By default, for performance reasons, most interior locations don't display the exterior. There are a few, like the Lucky 38 penthouse / cocktail lounge.
Basically, it's a lot of work for not much gain. In order to simulate windows, you have to place the location inside of a fake world, copy in all of the original FONV outside that you'll be able to see from the windows, then place your room in it with transparent window glass. It looks real pretty, but can cause performance issues. Especially if you have a cell like a casino floor or player housing where there can be hundreds of objects scattered around.
Some examples from FO:3 are:
- The top floor of the Washington Monument uses this trick to let you peer down on the DC Mall. If you look real closely, you'll see that there are zero spawn points down below and they've stripped every possible item that might cause lag. (Use the console and no-clip your way out of the top floor.)
- In Dupont Circle, one of the DC Interiors mod (maybe more then one) buildings had transparent glass on the front so you could look out at the street in front. Because of all the clutter inside the mod building, this tended to be a performance hog - so I kept my field of view pointed away from said windows. It sure was pretty though and very impressive.
I'm sure there are others like this. If you have the GECK, you can easily figure out where they've pulled this trick off because the interior cell will be listed, not in the "interiors" category, but will be placed into a separate game world category (like "Lucky38World" or "GamorrahWorld").