Each manufacturer has specific installation in instructions for their window wells.  Generally they recommend that a bead of caulk be ran under the flanges that meet the exterior basement wall.  This keeps water out of the window well and keeps it clean.

Next fasteners are used to attach the egress window well to the basement. Some manufacturers recommend a different fastener for use on either a block or poured concrete wall.

Some egress window wells have a connection for attaching a 4" drain tile to it.  This allows water that ay collect to drain away.  Still others simply have a cut-out in the bottom to drain the water.

Finally, sand or pea gravel should be used to backfill against the unit.  Special care should be exercised to get the sand under the basement egress window well.  This will help support the window well for a long life.