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Put the window well in the hole you dug and push it firmly against the walls of your foundation. Make sure that the edges of the sides of the well are about 3 inches (7.6 cm) from either side of the window, and check that the top of the well extends 2–3 inches (5.1–7.6 cm) above the dirt. Set a level on top of the well to see if it's straight, and pack dirt underneath the lower side if you need to.  Ask someone to help you lift and set the well in place if it's too heavy to safely lift on your own. If the window well is closer than 6 inches (15 cm) to your siding, dig your hole deeper until you have a 6 in (15 cm) buffer. Hold the window well tightly against your home and use a marker to put dots on your foundation in the center of each hole. Check that the window well doesn't shift around while you're making your marks or else the holes won't line up when you try to attach the well later on. After you draw all of the marks, take the window well out of the hole. If your window well doesn't already have holes drilled in the sides, then you may need to make your own holes. Use a 3⁄8 in (0.95 cm) drill bit meant for metal or plastic depending on what your well is made from, and space your holes about 5 inches (13 cm) apart down each side. 2 in (5.1 cm) pilot holes in the foundation with a masonry bit. Use a 3⁄8 in (0.95 cm) masonry bit in a hammer drill to cut through your foundation. Hold the drill bit straight against one of your marks on the foundation and turn it on to cut through the concrete. Make the holes about 2 inches (5.1 cm) deep so the anchors can easily fit inside. Continue drilling holes at each of your marks along the foundation wall.  Put on a pair of safety glasses so you don't get hurt while drilling the holes. You can use a regular rotary drill, but it will take longer and may damage the machine. Check your local hardware store to see if they rent hammer drills so you don't need to buy one. Use masonry anchors that are 3⁄8 in (0.95 cm) in diameter and 1 7⁄8 in (4.8 cm) long. Unscrew the nuts from the anchor sleeves and slide the sleeves into the holes you drilled. Position the window well in front of the sleeves and screw the nuts back into the sleeves. Tighten the nuts with a socket wrench so the window well stays firmly in place. You can buy masonry anchors from your local hardware store. Caulking around the sides can help seal the window well from water to prevent more leaks. Load the caulk into a dispenser and squeeze the trigger to apply it. Work around the sides of the window well with a thin line of caulk to seal it. You don't need to caulk around the sides of the window well if you don't want to.

Summary:
Set the window well against your foundation so it's level. Mark the location of the predrilled holes on your foundation with a marker. Drill Screw the window well into place using masonry anchors. Apply a line of caulk around the well if you want additional protection.