Some previous posts have touched on this subject, but I have a few questions about the placement of the window. I have a cavity wall (I believe that's what it's called) with brick on the outside, an air space, and then concrete block on the inside. Currently single-pane steel casements are in place, and by peeling some of the old caulk away it looks like they are tucked in just behind the brick. I know to remove them I will have to use the sawzall to cut and collapse the frame.

The new window will be thicker. Should I mount it so the outside of the window goes where the outside of the current windows goes. In other words, take up the extra space inside? Also, if the window will likely lie near the wall cavity can I still attach directly to the brick or block? I'm curious what others have experienced.