I was drilling holes on the side of the window to install new venetian blinds. I found that the drill bit was not going through. Upon taking a closer look I found metal. Why is there metal on the sides of the window rather than top and bottom? Is it safe to drill through this?
Since we can only guess, I will: If it were a double hung sash window that would be the casing for the counterweights or springs. But it isn't. Maybe it once was? Maybe it's just metal framing for the window, like metal 2x4 studs because that's what the builder had on hand. We can't be sure.
If you are unsure what's behind the metal where you've indicated, you could avoid the question by mounting the blinds in the framing or masonry above the window, where I've shown with green squares.
Some blinds can only be mounted by the sides but many can be mounted by brackets clipped anywhere along the top. You would need to get a blind like that, and a few inches longer.