Wooden sash windows that have been stained, or left as natural wood, should be varnished. Varnish will protect the wood from scratches and moisture and give it a shine.
Step 1: Prepare the Wood
Wipe all dust and dirt from the wood before you varnish it. If the wood is raw and has never been stained, rub it down all over with fine grit sandpaper to open the pores of the wood and to smooth any imperfections. If the wood is stained, be sure all dust and dirt is wiped away before varnishing. If there are any rough spots on the wood, use the sandpaper to remove them and touch up the stain if a light area appears.
Step 2: Varnish the Wood
Most people will choose to use a latex or water based varnish, since it is low odor and can be cleaned up with soap and water. It also dries faster. Oil based varnishes offer a harder overall finish, and if you're using gloss, the shine is usually brighter. Do not shake the varnish, as it will create bubbles that will show on the application. Stir it if needed, then apply the varnish in a smooth even coat, starting at the top of the window and working downward. Allow it to dry per manufacturers instructions. You may need to apply a second coat if the wood is new.