Replacing an operable window with a fixed window. Can I glaze it directly into the jamb?
It sounds like you want to leave the existing wood frame and remove the wood sash (the operable portion of the window).

Yes, this can be done, but it’s difficult. Glass is stopped (set) into a frame and the frame is nailed into the opening. I’d recommend you purchase a custom sized vinyl frame from a window shop and have them install it. 

If you don’t want to do that, I’d install pre-glazed double pane glass between a pair of “stops” (small pieces of wood). You’ll need glazing blocks for the glass to sit on and glazing tape to seal between the glass and the new stops. 

Also, I’d pre-paint the new stops before they’re installed to help rot and decay. 

As you can see, this is complicated. Often it is easier to remove the entire window and reinstall a new window. Contact your local window company and they’ll give you a bid both ways.