Personally id of placed your window in and bricked around it and cemented around the fixings.
Fixing wise you have a choice...
1/ Fischer fixings, common in upvc fitting since the 80's
2/ Hammer fixings, i refer to as smack splits but this may be a regional thing
3/ Tapcons, the new kid on the block if you like, no plug just screw straight into the brick, with a small pilot hole of course.
Wedges or packers are there to pack the frame square in the opening, also used near the fixing points to stop frame distortion, these same wedges or packers are used when fitting the glass units, 2 along the bottom for each unit to sit on, openers get a bit more complicated due to toeing and heeling.
As for breaking a unit then yes, it happens even to the pro's, i once put my fist through one when thumping beads home but i was young and i thought i knew best, needless to say i started using a soft faced hammer soon after