Mark the outline of the window frame on the inside wall, placing it between studs. Remove drywall or other covering to expose the studs; take off enough to allow temporary supports on both sides of the opening. Set two-by-fours or 4-by-4-inch posts on either side of the opening to brace the top of the wall while it is being opened.
Cut studs inside the opening with a reciprocal saw, at the top and bottom of the rough frame dimensions specified with the window. Install a horizontal header, made of two 2-by-6-inch boards sandwiched with 8d galvanized nails around 1/2-inch plywood or oriented strand board, at the top of the rough opening. Adjust the header with a level and fasten it with 16d framing nails driven with a hammer through the side studs.
Add a sill, made of two two-by-fours nailed together through 4-inch faces, at the designated bottom of the window. Set this level and secure it with nails through the studs. Install 2-by-4-inch studs cut with a circular saw to fit between the bottom of the header and top of the sill. Nail these to the side studs and toenail them to the header and sill.
Put identical markings on the outside of the brick wall. Chip out the mortar in the horizontal joint at the top of the opening with a cold chisel, the width of the rough frame plus 6 inches on either side. Slide a steel lintel into place where the mortar was removed to hold the upper bricks while the wall is opened. Secure it in mortar, pushed into the opening with a trowel or tuckpointing tool.
Remove bricks inside the opening, using a hammer and chisel and a reciprocal saw with a masonry blade to cut bricks where necessary. Take out bricks down to two courses below the bottom of the new window, to allow for vertical "rowlock" bricks at the bottom of the window; a rowlock has bricks set upright on ends, rather than laid horizontally, and typically is two rows of bricks deep. Clean up the edges and remove debris.
Nail metal flashing around the opening, between the brick façade and wooden wall sheathing on the studs. Use galvanized shingle nails to fasten flashing to the studs and headers of the rough opening. Be sure the outside portion will be covered by bricks around the edges.
Lay the rowlock of bricks vertically at the bottom of the opening, using a trowel to put mortar on the brick edges. Set them in place on the last full layer of original brick facing and angle them slightly away from the wall. Replace bricks on the sides, cutting as needed to fit with a masonry saw. Set bricks on both sides up to the horizontal lintel at the top.
Set the window in the rough frame and secure it to the wood framing with long screws through the edges into the studs. Use a level and tapered wood shims to get it square and plumb. Remove temporary braces once the window is installed and secured. Replace drywall or other interior covering and add interior trim as desired.