An electronic device may be provided with a conductive housing. An antenna window structure may be formed in an opening in the housing. The antenna window structure may have an antenna support structure that is attached to the conductive housing and that supports antenna structures. An antenna window cap may be mounted in the opening and attached to the antenna support structure with liquid adhesive. Alignment structures may be provided in the antenna support structure. An antenna support plate with mating alignment structures may be used in attaching the antenna structures to the antenna support structures. Metal shielding structures may be used to provide electromagnetic shielding. A shielding wall may be formed from a sheet metal structure supported by a plastic support structure. A flexible metal shielding foil layer may be welded to the shielding wall using a sacrificial plate.