I used to live in a part of Washington DC where just about every house had window bars. They were not usually made on site, the welder would buy a pre-fab unit and install it. If it wasn't an egress window usually what they would do is drill eight holes around the window frame, 2 on each side, parallel to the glass, and put a piece of 1/2" round steel rod in each hole and weld the frame of the bars to the round rods. If it was an egress window it would have a frame like a prehung door which could be lag bolted to the window frame and the bolt heads would be covered when the window was closed.
The bars don't have to be Alcatraz-quality. They're really just so you can have the windows open without worrying that a passing opportunistic criminal won't come in and see what you have. It's very rare for the walls of a house to be made out of something that will stand up to a sledgehammer for more than a couple of blows and it's pointless for the bars to be stronger than the walls, it just means that if someone is determined he's going to make a more expensive hole.