Window and door surrounds are an evolution of a long standing requirement in home building.  They are comprised of the lintel (above the window), the sill (below the window) and the jambs (the sides of the window).  

The lintel is a structural block (no matter how decorative) that spans the top of the window and extends beyond it on both sides.  This block is purposely made long to help support the material above it.  By supporting the material above it, the lintel, takes the stress of weight off of the window and prevents the material above from eventually pushing down on the window and thus cracking/destroying the window itself.

The sill by contrast is also a structural block that that sits below the window/opening.  It helps support the window in place and is sloped to help drive water away from the window itself.  This prevents rot and deterioration of the window components and increases the life of your windows.

These two structures always exist in homes in one fashion or another.  Many times when you see bricks set up in a decorative fashion over a window they have an angle iron at the base of them (an iron bar that forms an L shape) that performs the function of the window lintel and extends beyond the sides of the window itself.

The third component of a surround is the jambs.  These are not structural as the other two are and exist mostly to complete the look of the window.  Much like you incase the window on the inside with wood molding to give it a more finished look, jambs form the same function on the exterior of the window, giving it a finished and complete look.