Hawa Mahal was built by Maharaja Sawai Pratap Singh. Hawa Mahal is an exclusively palace for female members of the royal family.
It has many small windows overlooking the main streets of Jaipur. In the olden days, women of the palaces are not supposed to go out from the palace. Even during special events or festivities.
From these windows, they observed the festivities and the peasants day to day activities from inside. Hawa Mahal or palace of the winds is actually part of the city palace.