Fold the cleats on the four sides of the window out so they are perpendicular to the sides of the frame.
Place the casement window into the rough opening with the cleats on the exterior of the wall. Slide the casement window into the rough opening until the cleats are laying flat against the exterior surface of the wall.
Level and stabilize the window by placing cedar shims in between the outside face of the window frame and the inside face of the rough opening. Tap the shims in until they are tight. Trim parts of the shims that protrude from the wall by scoring them with a utility knife and snapping them off. Check the level of the window with a 4-foot level.
Secure the window to the rough opening by driving roofing nails through all of the holes in the cleat faces and into the exterior sheathing of the wall.
Insulate the space between the window frame and the rough opening by spraying low-expansion foam insulation into the gaps. Use low-expansion rather than high-expansion foam. High-expansion form can exert too much pressure on the window frame and distort it, causing the window to bend when you open and close it.