installing slider window directly on concrete opening

I am enlarging my basement window by cutting a larger openning on the concrete foundation (not too large to make it unsafe structurally). My question is: is it necessary to install a wood frame using 2X6 ? or can I install the vinyl window directly onto the concrete opening, using shims, foam and insulation, etc ?
What does one need a wood frame ? And what is the best way to anchor the window to the concrete ? nail gun, concrete screw, adhesive ?
Thanks in advance for sharing your knowledge.

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