Frame a long window much like a standard window, but adjust the dimensions to the window length and width. Get the dimensions of the finished window; windows usually are bought from a supplier with panes installed in a finished frame, to be placed inside a rough opening in the wall. Make the rough opening about 2 inches wider than the finished window on all sides. Follow specifications with the finished window.
Install full wall studs on each outside edge of the rough opening width, from the bottom wall plate to the top. Build a top "header" of 2-by-4-inch or 2-by-6-inch framing lumber; two-by-fours will work with a narrow long window, such as beside a door, but use wider boards for longer spans. Cut header boards to the proper width with a circular saw and make a spacer strip of 1/2-inch plywood to fit between the headers. Nail those three pieces into a header with 8d galvanized nails and a hammer.
Set the header in place at the designated height for the finished window, get it level with a level tool and fasten it with 16d framing nails driven through the sides of the full studs.
Position a 2-by-4-inch "footer" board at the bottom of the specified rough opening; this may be right on top of the bottom wall plate for a full-length window beside a door, or a foot or so above the bottom in a kitchen or other room. Nail this level through the side studs.
Measure with a tape measure from the bottom of the header to the top of the footer and cut two "trimmer" studs to that length. Nail these to the full side studs and with "toenails" driven diagonally into the header and footer. Measure from the bottom of the top wall plate to the top of the header and cut short studs to that length. Put one atop each trimmer; space studs at 16-inch intervals between the trimmers if the window is wide.
Make similar short studs to fill a gap below the footer and the top of the bottom wall plate if the footer does not rest on that plate. Check the rough opening with a tape measure and set the finished window frame in place if the rough opening dimensions are correct.