Its like anything in Turkey - you do it once and never have an issue. Do it a second time somewhere else and every man and his dug is on the phone to the Belediye complaining about you "adding a room" to your property.
Never had need to do it, but I can remember (from years ago) one person who spent a fair few bob on nice double glazed windows etc for their balcony got a visit from the belediye and this was followed up by a fine and an order to take it all down. What made it all so galling was that their upstairs (Turkish) neighbours had done the exact same thing, just not so "nicely". Needless to say, their neighbours "extra room" was ignored...
You can apply for permission to glaze in a terrace, but I haven't a clue what the success rate or charge is. Maybe someone who's done it legally will be along and can answer that one.
JF