Decide on the size window that you want to install. Windows come in a variety of sizes so choose the one that is right for your bathroom. Smaller windows are generally more ideal for shower spaces.
Mark the place on the wall where you will be installing your new window. The opening should be an inch wider than your window size to accommodate tracking. Use a level to ensure the opening is perfectly square and level.
Cut the opening in the interior wall first using a drywall saw with a small tip. The saw will not go all the way through the wall; instead it will allow you to remove the section of drywall and locate any electrical wires or plumbing. An outside wall in the shower generally does not have anything that you need to work around.
Cut the exterior wall for the opening. For brick and stucco, use a masonry saw. Use a circular saw for wood and vinyl siding. Cut the opening all the way through and check again to make sure the hole is perfectly square and level.
Run a line of construction cement along the entire edge of the opening using a caulk gun.
Position the window tracking into the opening on top of the cement. Cut one small portion of tracking out at the very top of the window. The opening should be large enough to install the last block.
Place the first glass block in one bottom corner. Insert a vertical spacer next to each block and continue laying blocks until you fill the first row. Place horizontal spacers on top of each block. Continue laying blocks until you fill up the window opening. Slide the last block into place and then apply a small amount of construction cement to the track that you cut away. Stick the tracking in place.
Apply a line of silicone sealer between the blocks using a caulk gun. Fill the spaces between the blocks completely. Fill the horizontal lines first and then the vertical lines. Smooth the edges of the sealer with a putty knife. Do this for both sides of the window. Wipe away any excess silicone with a damp rag or sponge. Wait 24 hours for the sealer to dry. Remove the spacers and fill the holes with sealer.
Apply a layer of latex caulk to the perimeter of the window along the interior and exterior of the window frame, and along the tracking.
Wait at least 24 hours to allow the window to dry before getting it wet.
Apply a layer of silicone sealant around the outside perimeter of the window opening. Place the window into the opening in the wall from the outside. Use a level to ensure the window is completely level in the opening. Gently tap shims into any areas that need to be leveled.
Screw the window into place in the opening.
Nail the window trim to both the inside and outside of the window. Seal any joints with latex caulk.