First off - we avoid window wells in our design if at all possible. If we do have to include them we refamilarize ourselves with all the requirements of the current International Residential Code. I would suggest that you do the same to ensure that the well is correctly sized, the window is correctly sized and place and that the ladder meets all the requirements. To be on the very safe size you can contact your local building official and discuss requirements with them. You will also need a drain in your well to keep it from filling up with water during downpours.

Egress window. We have had them installed in 2 homes. Both had a 4’ x 4’ window. The first was in a clay blend soil and the contractor created the 3 walls, squared off from large timbers, creating small steps to exit the egress. The second was installed in sand - we live near Lake Michigan - so a polycarbonate type was used. Again, 3-sided with built-in steps. We could not use wood, stone or any other type of enclosure that would allow sand to slip through cracks. Contractor had to dig out by hand since heavy equipment could not be used. IMPORTANT: get the cover to prevent accidents or snow filling it up if you live where it snows.

You can do something like this. Lots of examples online.

Some additional information for you to read. All options have pros and cons. My one concern with a window egress is there are people who could not manage them...elderly, young children.

https://www.thisoldhouse.com/basements/how-to-add-a-basement-egress

You could have poured concrete walls and a stone veneer. That said, most egress windows are barely visible, so it's not a place I'd spend a lot of money.

^^^, or really at the end if the day a design element. You typically do not want to draw any attention to it other than being sure no one falls into it.

I am guessing the curved preformed wells are made so there is no seam for possible leakage...

I've used only the ribbed style, but suggest you do an integrated step ladder style for easier escape when needed.

https://windowwellsupply.com/product-category/window-wells/?gad_source=1&gad_campaignid=20008270713&gbraid=0AAAAAC6aM5LAxsbhdj9kx4NDo8Do6wGW8&gclid=EAIaIQobChMIq7Cn5NzQlwMVJKMDAB2gOBstEAAYASAAEgJNd_D_BwE&_filter_pagination=2