Installing high-performance windows correctly is critical, since improper installation can create thermal bridges and drafts. To preserve a high-performance window’s efficiency in conventional construction, window openings must be framed square and plumb and to the exact dimensions required by the rough opening for each specific window. Otherwise, drafts are a concern, and so is water infiltration. House wraps should be folded out rather than in to keep water from rolling into the house along the head jamb, since some water always finds its way behind siding. Redundancy in flashing is important—the house wrap provides an initial layer of water protection, but additional layers of metal or vinyl flashing do the bulk of the work. Metal flashing can be a thermal bridge, so weaving flashing through the entire rough opening should be avoided. Butyl tape is a must for creating an effective seal. Follow this by caulking before finishing with the window casing and installing siding.
European installation typically involves bringing exterior insulation onto the face of the window frame rather than bumping up against the casing as is typical in American construction. The casing is then applied on top of this extra insulation, allowing for an effective seal that can greatly increase the window’s overall U-factor. This is rarely done in the United States (except with some Passive House construction), but is worth examining to see if it might work for your project.