How do I install a pre-hung door in a thick exterior wall?
This is not an easy question.  I would have to know the actual dimensions of the existing opening and a better look at the whole door frame.  In most cases, I'd be tempted to gut the opening and reframe it to accept a new pre-hung. In your case you need a pre-hung without trim as you will need to install extension jams and finish it out. The door should be mounted fairly close to the interior and have the excess outdoors. This is not a real difficult job, but definitely not for an inexperienced DIYer. There is going to be framing, water/weather proofing, squaring/installing the door, and finish work. You will definately need a circular saw, table saw, 4 or 6 foot level and some air guns would be nice to have to make it a lot easier.