A few of the covers for these are missing in my house and I can't figure out what to search for for replacements. I'm referring to the dirty, vertical rectangular thing in this picture:
Those are safety catches that prevent the window from being opened all the way.
They pop out, and with the window unlocked, they let it open just a few inches. Supposedly an intruder cannot open the window enough to crawl in, and more importantly a child cannot crawl or fall out.
If these little catches are not in place then all you have are cosmetic closure caps.