The Concubine saw them executed from the Tower, to aggravate her grief.
It implies someone made the cruel effort to force Anne to watch her beloved brother die in order to further torment the condemned woman, but it's unlikely to have happened.
Anne could not have seen what happened on Tower Hill from her lodgings. The map to the left shows the Tower layout as it was in Anne's day. The royal apartments where Anne was lodged is marked in red. Tower Hill was to the left the area shown on the map.
Another view of Tower Hill gives a sense of the distance and angles involved. The Bell Tower isn't visible in this view, obstructed by the roofs of the Lieutenants' Lodgings.
Unless Anne was taken to one of the towers along the wall, she would not have been able to see Tower Hill.
Kingston, who recorded Anne's every word, does not mention the prisoner being moved to witness the execution. He does not record that Anne made a protest at being forced to watch, and it seems like that would have stirred some comment from her. It further seems likely that if Anne witnessed it, she would have said something about how her brothers and the others died bravely.
A narrative poem of the era records that when Anne was informed the executions had taken place, she said that she had no doubt the executed were now in the presence of God, and asked if Mark Smeaton had recanted his testimony about sleeping with her. No mention of witnessing it personally.
Since Chapuys ends up being the only source for this mean-spirited claim, it seems it can be safely discounted.
Thomas Wyatt was lodged in the Bell Tower, marked in purple on the map above. His poem relates that he saw what happened on those "bloody days" out of a grate, so he didn't appear to have an unobstructed view from his rooms. He likely couldn't see Tower Hill either, but it's probable he could see the spot of the scaffold where Anne was executed, marked with a black X.