This is the view down into the basement area of the town house. This is where the servants go in and out, and where tradesmen make deliveries. In the window the table and chairs in the servants' hall can be seen. The window has security bars because the area would be an easy access point for burglars, especially at night when the rooms at this level are deserted.
The servant leaving the house is not dressed as a housemaid, so she is a senior servant, perhaps the housekeeper or more probably the personal maid of the lady of the house, who would have the care of her mistress's clothes and jewels and would help her mistress to dress.