Measure the width and height of the opening -- or the rough opening -- in which the window will be installed, with a tape measure. Ensure that the opening is ½ inch to 5/8 inch larger than the dimensions of your window. Place a framing square at each corner of the opening to ensure it's square.
Use a helper and lift the window straight up to the rough opening from the outside of building. Place the bottom edge of the window onto the sill of the rough opening. Rotate the window upwards until the nailing fin around the window's perimeter is sitting flush with the surface of the outside wall surrounding the rough opening.
Have the helper continue to hold the window in place. Drive a galvanized roofing nail through one of the holes in the nailing fin, 3 to 7 inches up on one vertical side with a hammer.
Insert wood shims that have been coated with silicone sealant into any gaps between the edge of the window and the rough opening from inside the building. Insert shims every 8 inches where needed. Place a level on the edge of the window horizontally and vertically and ensure the bubble is between the two marks on the sight glass. Slide the sash horizontally to ensure the window is working properly and not binding.
Drive galvanized roofing nails through the holes in the nailing fin every 8 inches, keeping 3 to 7 inches away from the corners. Have the helper release the window.
Cut pieces of rubberized flashing material -- available at lumber yards and home centers -- to length to fit the window's dimensions, plus 6 inches. Peel off the backing and apply the flashing to the bottom, sides and top of the window over the nailing fin on the outside of the building to seal the edges of the window from air and water intrusion.