Depends on distance from blast, direction from blast, force of blast.

If you are next door, it'll be much worse than if you were even one more house away (intervening house would catch a lot of the concussion). Directly across the street is even worse, as the blast wave will be like a cone and the three houses across the street or even out the back door may be in the cone - again the two adjoining houses will mitigate the blast effects to the sides.

You have to remember, TV booms are not real life booms. No flames, unless something in there is flammable. Mainly concussion, possibly some shrapnel. The force of the blast moves objects at high speed (shrapnel) and the air is moved from the area at a high speed (concussion wave).

Back to the original question - Would plywood protect a window - a qualified maybe. If the blast was next door, probably not. If shrapnel decides to come visiting (think toilet/oven/chair), probably not. Down the street, on the same side as you - maybe. Down the street, other side, but 5 or 6 houses down - maybe.

Distance and what is between you and the blast center are what will determine damages.