You can create open spaces in your longhouse in Valheim to let light sneak through, giving you a reasonable way to remove smoke. There are not too many other good ways to add windows, but if you want something more pleasing to the eye, you can place crystal walls inside your home. These crystal walls are see-through, letting you peer through your home without leaving an open gap in your structure.
You can make these walls exclusively using crystals. You can find these crystals by defeating the powerful Stone Golems that wander around the Mountains biome. You can find them in any Mountains biomes, so make sure you bring plenty of frost-resistant items to protect yourself from the cold.
We highly recommend you bring a pickax with you. The crystals do not spawn on any form of rock, but the Stone Golems are extremely weak to these attacks. It’s not a straightforward weapon, but it gets the job done.
Once you have at least two crystals, you can bring it back home with you and use them to create the crystal walls. While these walls will not defend you from outside forces, they’re rather pleasing to turn into windows, even if you can’t completely see everything on the other side.