The device (6) has a joinery (7) of a door and of a window positioned on an internal face of a wall and/or inside an opening. A roller shutter (8) is placed on an upper part (7a) of the joinery, and partially penetrates into the opening of wall or in a reservation of the wall. A covering unit (9) is extended from the upper part of the joinery and applied on an internal face of the wall in periphery of the opening of the wall and/or of the reservation of the wall. The covering unit includes an air tight flexible membrane (10) that is made of composite material with layers.