Preheat oven to 350 degrees F (180 degrees C). Grease cookie sheets.
In a large bowl, cream together the butter and sugar. Stir in vanilla and eggs.
In another bowl, sift together flour, baking powder and salt; add to egg mixture alternately with milk.
On a lightly floured surface, roll the dough 1/4 inch thick. Cut into 1/4 to 1/2 inch wide strips and, on a well-buttered baking sheet, form into window frames.
Keeping the colors separate, place candy in plastic bags and crush with a meat mallet. Place crushed candies inside window frames.
Bake for six minutes, or until candy is just melted. Cool on baking sheet for 5 minutes, until candy is hard. Carefully lift cookies off baking sheet with spatula.
