Depends upon if it's an upper or lower level window. The install kits that the come with are worthless (only good for temporary use on a upper floor).
For my upper level I use pieces of hardwood that I cut to size for each side, stained and varnished (of course). Those go in on the sides. I have the piece of foam that came with the window unit doubled over and in the bottom channel of the window. The metal bar that came with the unit I used as a template to make one out of a piece of aluminum one inch wide and 1/8 inch thick that goes all the way across the window and has slots cut to fit the window channel. With my custom aluminum bar across the top and woddwn pieces on the sides and foam on the bottom, all that's left needed is to seal it. I stuffed insulation into some of the bottom areas and then used that metal HVAC tape to block air flow between everything else. Then I put some weatherstripping across the top aluminum bar. Trust me, there is no air leakage going through there! Then I stuffed some insulation where the upper and lower window meets.
If I were doing a lower floor window, I would want something more secure, and would have some stainless steel plates made that were U shaped (but shallow) so I could screw them into the window unit and the insides of the window itself, that and the coupling thing described ny the other person.