This bay window has 3 separate openings with relatively wide molding between each, If you have enough depth, the roman shades can be mounted inside each window opening. In this case it looks like the windows were too shallow and the shades had to be mounted above the windows. The wide molding between windows covers the gap between the shades.
DIY: Make Your Own Roman Blinds to Shield Your Home From the Hot Summer Sun
Lay your fabric down (print side down), and place the skeleton of the blind on top. Measure where you want your folds to be when you hang your blinds. I believe I did every eight inches. Make sure you run that cord through the holes in the slats. Source: Made2Style
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I couldn't find Roman Shades anywhere! Luckily I found this fantastic tutorial to make my own! Mine will be a little different, as I'm transforming curtains into shades, but I expect the results will be just as beautiful! Check my progress on my blog, diyandi.blogspot.com.