Most bricked up windows are to be found in walls; this appears to be near the sea, it also has been re-built above lintel height, townie pointed ... Penzance harbour area?
Out on Albert Pier, there are some old railway buildings, and a new building for the Sub Aqua Club. There are a couple of windows in the old stone buildings filled with bricks. I think the Sub Aqua Club uses this building as a store.
The bricks erosion, salt deposits on the granite, and the state of the plant growing from the wall, as well as the way in which the old pointing had decayed. I had a thought it had to be the harbour, so went through my pictures of ships in Penzance harbour and found a picture that showed the buildings.