I'm moving to a new house, and friends begged me to be sure previous owners had not remodeled, causing doors or windows to be closed up. They urged me not to make such door or window changes either -- all because of Jewish law. I am not familiar with these laws, so please provide me with more information.
This may suprise you, but your friend is probably urging you to avoid provoking demons.
According to Rabbi Yehudah HeChasid (of 12-century Germany) in his Sefer Chasidim: The Book of the Pious and his Ethical Will and Testament, translated by Avraham Finkel (Jason Aronson, 1997) demons travel via habitual and unwavering paths, and one must avoid blocking their paths. "...angels and demons cannot deviate from the route to which they are assigned" (p. 76). "One should not seal up a window or door completely, otherwise the demons that usually pass through these openings will cause harm. One should make a hole in the sealed door or window [to allow the demons passage]" (p. 378)
It may be difficult for many readers to take seriously the notion that demons exist and could harm us--or that these concepts are part of Judaism. Indeed, Finkel points out that "many of the instructions in Rabbi Yehudah's...ethical will...are based on Kabbalah and do not have the binding character of halachah" [Jewish law] (p. xxxiii).
Although Biblical, Rabbinic and Kabbalistic texts mention demons, the text of the Tanakh makes it clear that the source of misfortune is the Lord, and sorcery is not to be tolerated. Popular belief in demons has waxed and waned over the centuries, often reflecting the beliefs of surrounding communities. Notably, Maimonides and Ibn Ezra have rejected the the existence of demons. The article on "Demons and Demonology" in the Encyclopedia Judaica provides an overview on the topic of demons in Judaism, and how the concept has varied in different eras and geographic areas.
Joshua Trachtenberg, in Jewish Magic and Superstition (1939), prefaces his book saying that "alongside ...[the]... formal development [of Judaism] there was a constant elaboration of what we may call 'folk religion' -- ideas and practices that never met with the whole-hearted approval of the religious leaders, but which enjoyed such wide popularity that they could not be altogether excluded from the field of religion. Of this sort were the beliefs concerning demons and angels, and the many superstitious usages based on these beliefs...(p. vii). Trachtenberg discusses demons, and avoiding demons in the home, on pages 32-33.
A more recent scholarly treatment of the supernatural (including demons) in ancient rabbinic literature is Yuval Harari's "The sages and the occult" in The Literature of the Sages, part 2 (2006) p. 521-564.