Measure the window you need the frame for with a tape measure. Cut the individual frame pieces with a saw so they are the appropriate length. Cut the edges of the frame pieces that you want to connect at a 45-degree angle so they resemble a picture frame. Use a compass to measure the angle and draw a line with a marker to give you a guide as you make the cut.
Insert corner braces into the ends of the frame pieces so that the corner brace on one frame piece attaches to the end of the frame on the other piece.
Lock the frame pieces together using the corner braces.
Drill a small screw into the junction points of the frame to add additional support to the frame pieces so they stay connected.