In this article, we'll show you how to cut through a concrete block wall and install an egress window. If you have solid concrete walls, the process is similar, except we recommend you hire a professional for the wall cutting (more on this later).our new window provides natural light and a safe emergency escape. Allow at least three full days to install the window, plus time for finishing the interior. Hiring a contractor to install an egress window and window well like the ones shown will cost from $6,000 to $8,000.