To a 12 yr old question. An old building architecture feature, it’s used for air ventilation (both the upper and lower wall) during the very warm humid summer months. They’re then closed during the cool and winter seasons.
Yuuko actually says "忍び込んで," or "Shinobi konnde." Idk why the heck the subtitles chose to translate it as "sneak in like the wind" when "sneak in like a ninja" would've made 1000x more sense and still worked.
It seems to be the “jelly donuts” issue. Many English subtitle-makers are obsessed with translating cultural understandings. The obvious problem being that any non-Japanese watcher of an anime like nichijou will absolutely know what a ninja is.
I think "sneaking in like air" is more correct. She secretly took her seat and tried to act like she had been there all along. One of the origins of the word ninja is "忍び込む", so"sneak in like a ninja" feels a little redundant. I'm not confident in my English, so I hope I was able to convey it...