Install a new front door

I have three glass block basement windows that I want to replace. My question is about the steps once I knock the blocks out. Do I build a frame in the opening with 1X2s and then screw the window into this frame? I am assuming I then caulk the inside and outside, and then install capping outside. The other question is can I buy the capping ready made and install it myself? Am I even close here? Thanks.

I want to install a 3' wide x 6' tall window into an existing brick wall. My concern is about how to shore up the 4" brick facing that continues above the window so that it doesn't collapse into the window opening or crack. When I am done installing the window, I'll also have installed a brick lintel to support the wall above the window. My problem is how to support it temporarily while still having room to put in the window and lintel. The interior framing and header will not be a problem. The brick above the window opening extends upwards as part of a full gable wall. It rises only about 2' above the window on the low side and about 5' above the window on its other side. Since this isn't a lot of brick to support, would the brick be able to support itself (running bond). If not, would supporting one or two bricks above the lintel surface be sufficient? Thanks