You would have to remove the window and the wood frame and fill the opening with Basalite or similar 4x8x16 masonry blocks. The last row and column can be cut to size rather easily with a circular saw and diamond tipped saw blades. Then you'd need to install insulation (XPS or probably just spray foam it if it's not a large window) and finish the interior wall flush with the rest of the wall. It's doable - the difficulty depends on the size of the window and whether it is a finished basement and so forth.
But before you start the project, definitely check with your local code enforcement officer if you actually have to leave this as a window. There may be a requirement to have a certain amount of window surface area based on the size of the basement. This is not even to mention that if this was by any chance the egress window that someone else boarded up before you, you may need to restore the window and move the deck out of the way, too. Â