To create the white window “frame”, thread two ends of cream yarn in each slot of heddle. For each colored window section thread two ends of your color ie. 5x(2ends) blue, then 5x(2ends cream) etc. for a total of 4 threads or ends in each slot in the 1st heddle.
For 1st heddle, thread one cream in each slot.
For 2nd heddle, sley the cream thread from the hole into the corresponding slot in the 2nd heddle. Take the 3 threads in the next slot and sley as follows: 1st thread in slot where you threaded the hole thread from 1st heddle; 2nd thread in hole; 3rd thread in next slot. Repeat across.