This story shows you different options for framing a wall for a window.
A window opening has a full-height king stud on each side. Jack studs that reach to the top of the opening are attached to the king studs. A header rests on top of the jack studs. The header is usually made of two pieces of 2x lumber with a piece of 1/2-inch plywood sandwiched between them; this makes a total thickness of 3 1/2 inches, the same as a 2x4 stud. At the bottom of the opening is a rough sill, which can be made of a single or double thickness of side-laid 2x lumber. Cripple studs support the sill every 16 inches.
When remodeling you may be able to place a small window between two existing studs. You may be able to use an existing stud as a king stud on one side or you may have to install two new king studs.