'Barred windows' are windows which are protected from entry by iron bars. (If you go to Google images and search 'barred windows' you can see many examples)
In the kind of example you mention, the newsman says 'bar your windows' as a way of expressing the need for the most extreme form of protection available. (It also has a somewhat melodramatic feel.)
In ordinary situations, one can say 'close your windows' or 'lock your windows'.
All best wshes,