christinaschmidt,
On the inside of the house that is called a dry wall/sheet rock or plaster return. On the outside of the house that is called a stucco return.
We have developed a patented stucco return flange for our Renaissance Solid Bronze Windows & Doors.
You are welcome to read more in it in our brochure-
http://werefindinganswers.com/wp-content/uploads/2014/06/Renaissance-Solid-Bronze-Brochure.pdf

Thank you for this information. I never quite understood how the stucco return and plaster return thing worked. We're planning on getting some new windows for our house this next year. That will be helpful information to know. http://www.dillydoor.com/windows/