The window cavities in older buildings are closed with brick or relieving arches and wall planks (lintels).
Brick/relieving arches support the overlying window breasts, which are typically of one-brick thickness, while the wall planks support the masonry behind, which decreases according to the height of the exterior wall. Consequently, the wall planks also carry part of the load from the storey partitions.
Recommended literature in Danish:
Herholdt: Vejledning i Husbygningskunst (1877)
Byggebogen: Ydervægge, alment (1953)