Because bay windows are likely to materially alter the appearance of your house, they fall within the definition of development needing planning permission. That said, in most cases such minor alterations are ‘permitted development’. Important exceptions include listed buildings and works to the part of a building fronting a road, where that part of the building is within 20m of the road. On new houses conditions attached to the grant of planning permission for the house sometimes remove permitted development rights and in some conservation areas, permitted development rights are removed wholesale from the area by a council directive called an Article 4 Direction. Because permitted development is so complex, it would be as well to double check with your council before the works go ahead.