Installing Aluminium Louvred Window

We have purchased an aluminium louvred window to fit in our kitchen. I have ripped out the old window that was there and am thinking about installing myself - just not 100% sure how to do it.

The new window doesn't have any screw holes in the side - it has these aluminium flanges on the sides that stick out a bit - hard to explain - see attached photos for explanation.

The cavity where the window is going has a brick sill above and below the window and wooden on the side. Again tricky to explain...sorry for the vagueness

Am I meant to drill and screw through the flanges on the window frame or are they meant to go into the wall cavity and get bricked in or something like that?

Any hints appreciated.

http://users.tpg.com.au/vgolf/window1.jpg

http://users.tpg.com.au/vgolf/window2.jpg

http://users.tpg.com.au/vgolf/window3.jpg