So I first make a rough opening and then I make the frames for the windows. Thanks
Yes --- there is always a RO
If you look at a typical "old school" wood window. There was no flange for nailing .. it was a simple thick wood frame. The old school way was to nail through the side frame. Today, true wood windows are installed with a strap attached to the side of the frame that sticks into the interior -- you bend this over and attache to the front of the RO.
If you purchase nice construction lumber from a real lumber yard -- they may even have cypress -- you can just prime the wood and paint. Make the frame to fit the window -- if the vinyl frame has a void -- you can place blocking on the frame and build the frame around the window. You build the frame with screws and fit it ... take it apart and place the blocking .. screw it back together and the blocking is within the vinyl frame.
After you have the frame built -- make the RO bigger ... so the frame can be properly set and leveled.
Bending and fitting AL is easy if you know how to do it -- I don't have a bender