Put together your window. We measured the dimension from the outer wall and figured out that the piece of cement mold we needed to cut was 4" to fit flush with the sheetrock on the inner wall. I had the plexiglass cut to size at my local plastics shop. Insert the plexi in the tube with the plexi closer to the outside of the house.
You will need to push your window into the holes you cut out in the wall from the outside. We already did framing on the inside and added a new stud for the one we had to cut out. All of that work depends on your home and where you are putting in your window.