Draw the opening for the window onto the wall. If you have an existing window opening, you can skip this step and use the existing opening. Use a level to keep the lines straight. Make the width one inch wider than the window frame and the length one-half inch taller.
Cut out the opening with a jigsaw for drywall or wood and use a masonry saw for masonry surfaces. Wear a dust mask and safety goggles.
Cover the surrounding three-quarters of an inch along the outside cut opening with paper flashing. Staple the flashing in place.
Fit the window into the opening. Position the window snugly into the opening with wood shims. Screw the surrounding flaps in place with a power screwdriver and enclosed screws. Cut off any extending shims from around the window.
Add a 3-inch strip of flashing to all sides of the exterior of the window using staples. Seal any gaps on the inside and outside of the window with foam insulation.
Nail the trim pieces over the edges of the interior side of the window, hiding the shims and window joint.