Create a final seal with a continuous bead of caulk around the edge of the window frame. Glaze windows where necessary.
Windows are an historically typical cause of air and water infiltration in a home. Not only can heat loss or heat gain to a conditioned home increase your energy bills, it can also be the source of slow water leaks that cause serious mold problems. After you secure your new window in place, seal around the perimeter of your window frame with a line of latex caulk. It's important to use latex and not silicone if you want to paint around the window. Silicone caulk is unpaintable.