Frame a sunroom with walls that have a top and bottom plate and studs, but with a "continuous" header across the top to support the roof over the long window spans. Build headers of 2-inch dimensional lumber, two boards fastened with 8d galvanized nails and a hammer around a center core of 1/2-inch plywood or oriented strand board. Match the depth of the header to the span: 2-by-6-inch up to 6-foot intervals, 2-by-8 for 8-foot intervals, the space between vertical supports.
Install end studs, usually doubled 2-by-4s, with a 2-by-4 bottom plate at floor level. Fasten headers between the end studs with 16d framing nails and a hammer, driving nails through the studs into the ends of the headers. Add doubled internal studs at appropriate intervals based on the width of the windows.
Fasten a bottom header of doubled 2-by-4s between studs at the bottom of the window gaps. Lay these with the 4-inch face up and nail through the side studs. Put 2-by-4 "trimmer" studs on each side of each window opening between the bottom of the top header and the bottom header. Fill any gap at the bottom with 2-by-4 studs fastened between the bottom header and the sill plate. Toenail components as needed, with nails driven diagonally.
Set the windows inside the rough openings between studs one at a time. Put painter's tape across the glass to protect large panes during handling. Get the windows level and plumb with a level. Use tapered wooden shims to adjust the sides and hold the windows in place. Secure the windows with screws driven with a screw gun into the side studs; some windows have installation tabs on the edges, others have holes for screws in the frame sides.
Add trim around both sides of the windows, quarter-round molding or trim that often is supplied with the windows. Caulk the edges first and fasten trim with nails or other fasteners; some metal-framed windows will use screws for trim.
Make an alternative sunroom frame with 4-by-4-inch posts and beams. Set vertical posts at corners and at window opening intervals. Connect them at the top and at least two places between top and bottom with horizontal beams between posts. Install windows in this type of frame according to window supplier directions; these usually have large panes that require special handling and mounting.