The cell infills of a curtain wall are set in the curtain wall style. You can, however, create overrides for these infills in cells. For example, you might want a row of glider windows for a first floor facade. In one specific position, however, you want a frosted glass window. In this case, you would set the row of glider windows in the curtain wall style, and then override the infill style in one specific cell with a frosted glass window.
Curtain wall infills can consist of simple panels, objects like windows or doors, or nested grids. You can change one infill for another, merge cells, or remove the frame from an infill altogether. This would be useful if you add a door into a grid cell and want to remove the bottom frame from that cell.