The meaning of this sentence is: we often chase the bluebird but don't know that the bluebird is in front of our window. It expressed a feeling of missing and loss, and also hinted that we might have missed a lot of things in the process of chasing. In a novel, this sentence could be used to discuss the protagonist's pursuit of a certain goal while ignoring the beautiful things around him. For example, the protagonist might be too focused on his own goal and ignore his family, friends, scenery, culture, etc., and eventually feel lost and regret. This sentence could also be used as a hint to the plot of the novel. For example, if the protagonist suddenly finds the bluebird in front of his window while chasing the bluebird, he might realize that the target he was chasing before was not the real target but just an experience in his life.