Note to Romeo and Juliet, 3.5.68: "She goeth down from the window"
"She goeth down from the window" is a traditional stage direction that editors insert to solve a possible problem in the staging of the play. The problem is that the upper acting area (indicated by "aloft" in Shakespeare's stage direction) is thought to be too small for all the characters who enter the scene after Romeo's departure. As Juliet watches Romeo climb down from her window, she hears her mother call, then turns to find her mother in her room, and soon after that Juliet and her mother are joined by Juliet's father and the Nurse. This problem of a crowded upper stage is often solved by having Juliet exit via a door at the back of the upper stage and re-enter on the main stage, so that the main stage represents Juliet's room, even though a few moments before it had represented Capulet's garden into which Romeo descended when he climbed down from Juliet's window.
However, it is well to remember that all of this is conjecture. In Shakespeare's time the rest of the scene may have been played out in the upper acting area.