Unfortunately, it would be very difficult to write an actual DIY about how windows are installed. Is the exterior product Brick? Wood? Stucco? Is the interior product Sheetrock? paneling? wood? What type of window are you installing? Vinyl, Wood, Aluminum or Fiberglass? Every factor changes the process.
However, there are some general rules that apply to every project. First: Glass is dangerous!!! When you're removing glass, try to stay above it. Falling glass can obviously hurt you... it can kill you. BE CAREFUL. Second: Measuring correctly makes every job easier. Replacement windows are almost always custom sized and ordered. So, take your time and make sure that you're ordering a window that will fit. Have a plan.
Obviously, hiring a professional would be a good idea.