I'm not exactly sure about the way this was written, but it seems someone took apart their Jenny airplane, put it on a 10 story building in Los Angeles, and then took off flying, to avoid being stopped at an airport
Aviators in Early Hollywood
By Shawna Kelly
Who was prohibiting him for flying, and why, isn't mentioned. Seems like a publicity stunt to me, for the movie they were filming, which were released a lot faster after filming than they are nowadays.