Open the lock on the bay window.
Pull down on the window if it's double-hung or crank the handle if it's a casement type.
Keep pulling down the window or moving the crank until the window is tightly pulled against the frame.
Push the lock closed.
Inspect the window if it won't shut completely. Look for obstructions in the frame and remove them. Tighten the screws on the handle and lock; loose hardware can affect how the window operates and prevent it from closing properly. Apply a silicone spray to the hardware to lubricate it.