You generally do it to mimic sun coming through the windows.
the choice of HMI and Tungsten is partly practical (HMIs are much more power efficient, though also more expensive to rent) as well as artistic (HMIs are by default roughly daylight balanced where as Tungsten will go warm if you are shooting with a daylight balanced camera system) and partly taste (some people prefer the skin tones of a corrected or uncorrected tungsten -v- those of an hmi-- I tend to fall into this group, though rare is it that you can afford to power the really big tungsten units -v- a much smaller HMI for the same effect)
As a general rule, HMIs are the de-facto, though there are myriad exceptions to this rule.
As for how it looks-- generally they'll look like sunlight of some kind streaming through a window, often very hard, and sometimes you diffuse them first, or use curtains to diffuse them.
The reason to light through a window is that, well, often, I think it lends a bit of "realism" to things-- that there is a source, even if we don't see it, that we kinda feel is further away coming into a space. Sometimes too you may have a wide shot of the whole room and you'll need to have units outside to hide them.
Also we often want to control the light-- since the sun moves-- this means either blocking it out (tenting) and then making our own, or using a HUGE light to overpower it relative to the set.