Henry Wells was a freed slave with a bad reputation. He was known to get into numerous brawls and fights. Wells had been on a burglary spree and he was the number one suspect in the arson case. It was believed that he had broken into the courthouse to rob it and set it on fire. Other sources say, that Wells burnt down the courthouse to burn previous indictments against him. According to the legend, Wells was apprehended and taken to the new courthouse to wait for trial. The Sheriff knew that trouble was coming. He had heard rumors about a lynch mob, so he took Wells up to the attic of the new courthouse and hid him there for safe keeping.
The mob gathered beneath the courthouse with all their wrath and fury. The screamed and yelled for Wells' blood. Wells was terrified and in an act of panic he went to the window and yelled out to the crowd below. He yelled, "I am innocent. If you hang me, I will be with you always." As he spoke, lightning struck the courthouse. The next day, Wells was hung and no sooner had the noose left his dead neck than an image of his face appeared in the attic window of the new courthouse. His face is still there. People come from all over to now to see his phantom face burnt into the glass, serving as a reminder of Henry Wells and his dying words.
You can read a first hand account describing the history of the court house at http://facstaff.uwa.edu/ab/pickens.htm