This is a very difficult question to answer with words. Hopefully this will make some sense. The same concepts apply to the windows and doors.

When you look at a door from the outside you see the outside part of the door. When the door is opened the edge that you see is also part of the outside. This is usually the hinge edge.

For the window sash it really depends on the style but the idea is the same.

Frames are a little different. Both doors and windows stop at a surface on the frame. This is were the exterior paint stops. Beyond this point the inside color takes over.