I finally got a chance to print it off and read through it, good tutorial. I took note that they stuffed the cinder block with newspaper and then used morter to fill the cinder block holes.
I also found this tutorial...
Egress Window Guy: Step by Step Guide on Installing an Egress Window
If you scroll down you will see that he fills the holes with fiberglass insulation and then uses 50yr Vulken Titanium (I assume this is caulk?) on the block edges and then attaches his wood frame.
Is either way acceptable? It seems the fiberglass insulation would be easier and quicker.
Thanks