Is the window already installed? How big is the window? How big is the tub?

What you need is an expert tile contractor that knows exacly how to tie a window flange/waterproofing into the tile assembly as well as deal with the exterior walls vapor/insultation concerns.. Theres aluminum, vinyl, lumber clad windows and they all require a different approach/ materials. Hire wisely = best advice.

We installed a vinyl window and glued one edge of some kerdi scraps to the window trim and the other edge to the durock tile backer. Then I painted waterproofing membrane over the whole thing, and tiled over that. No water will ever be able to get in between the window and wall.