Instead of just showing the end result, this post shows the steps involved getting from a framed wall to a window. 

The wall is stick framed using 2 x 4″ pine and the sheathed with OSB panels. The entire wall is then wrapped with a moisture and air barrier. 

Then a cross is cut over the corners of the window opening and the wrap is peeled back. 

A hole is drilled in each corner and the OSB cut out. 

Then the wrap is pulled in and taped at the seems. On the bottom an expensive DuPont tape forms an extra barrier, as that is the most sensitive spot of the window regarding leakage. 

The sides and top are sealed with a caulk, and the window is placed and screwed to the wall every 4 inches

Then a final protective tape is placed on the sides and top. Not on the bottom, as any moist should be able to exit there. 

Then the window is ready for use. The wrap and tape will be covered by cedar siding