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Measure the window and cut a hole in the wall, leaving plenty of clearance room for squaring up.
Lift the wall piece out carefully.
Build up your window frame with 2" x 4" lumber.
Set the window in place and carefully check to ensure that it's plumb.
Shim the window to square and plumb, and secure it into the frame with screws, using a power drill with a screwdriver attachment.
Seal and finish the house inside and out.
Do not fill the gap between jamb and framing with too much foam too quickly. Otherwise, the jamb could bow and bind the sash.
When applying flashing, layer the material so that any water running down the wall is directed out — seams should never face up.