Windows are not structural elements and structurally they should simply be regarded as openings in a wall. Structural support for construction above a window is provided by a lintel (or beam) that spans across above the window from side to side. In the case of a bay window, posts at each corner of the bay carry the load of the lintel. If your bay roof is sagging, the problem is most likely in the lintel, or possibly the posts – unfortunately, it could even be both.