Anchor this 2x4 to the concrete with screws or anchors.
Window in concrete wall detail.
Use wood shims and a level to make sure this piece is level.
Additional information for flashing single wythe walls particularly architectural concrete masonry walls and means for providing a higher level of structural continuity at flashings is contained in tek 19 2a ref.
By and large the process of installing window in concrete wall involves specifying boundary of the window on the wall placing l shape steel or constructing reinforced concrete beam as a lintel making an opening inside specified boundary smooth edge of the opening placement of windows and finally placement of water proving agent around the frame of the window.
Follow the same steps for the other 3 sides of the concrete opening.
This will give you a wood buck to install the window inside of.
Measure the concrete opening and cut a 2x4 to fit across the lower sill.
Although flanged windows were designed for installation in wood frame walls the task can be just as convenient and sound in concrete walls if proper procedure is followed.
First consider installation in a wall with an exterior face of foam.
How to install a window in a concrete wall.