Dig a hole in the ground underneath the spot where you will install the egress window. Make the hole 6 inches deeper than the egress window's bottom edge and at least 48 inches wide and long.
Lay a level on the ground in the hole. Add or remove soil as necessary to make the ground level. Tamp the ground down with a hand tamper.
Set the window well in the hole and position it so its side flanges press against the foundation. Lay a 4-foot level across the window well and adjust the well so it sits level in the hole.
Slide a washer onto a self-tapping masonry screw. Drive the screw through the top screw hole in the egress window well's left-side flange. Check that the window well remains level. Slide a washer onto another self-tapping masonry screw and drive it through the top screw hole in the egress window well's right-side flange.
Drive screws and washers through the remaining screw holes in both the left and right-side flanges. Backfill around the egress window well with the soil you removed when you dug the hole.