Most very old properties come with certain building and maintenance regulations. These types of buildings would be listed buildings and are regulated and protected by many authorities. If you have purchased or live in a listed properties there are a list of things that you will need permission to do or not be able to do at all. With all modern properties they would not come with these regulations only standard building and planning regulations. It can be simpler owning a new property but most will not come with as much charm as a period property. Getting permission to make changes in a listed property can take years even to do something a simple as change the windows.
When it comes to wanting to improve a listed building like amending original parts of the building such as windows and fireplaces you will need to get planning permission for this. Listed buildings can take a lot of maintenance and looking after so it is important to treat them well. Bay and sash windows in an old listed building would be very difficult to remove. It would be un common for you to get planning permission but it certain cases permission may be granted. The main reason in which the authorities would do this id the windows were rotting away and there was no chance of restoring them. If that was case then you would have to replace the window with the exact design from the correct era.
If you were to remove the windows without permission you may be forced to spend more on getting correct ones put in. People who own old homes with bay windows with wooden bay windows can often suffer with this problem. If they have not been looked after in the pass you could end up spending a lot of money.