Hi Jack (seems friendlier to me than Ratfink11... )
,
I read your post and did a search with no success of a post that included a link to some members who had installed a new window in an RV.
I expect it can be done, just be careful of what's in the wall and depending on the location to determine if you might need "framing".
I'm hoping this rings a bell with another member. The post I am referring to contained a description of what they did and a link to a slide show included cutting the hole in the rig and the mounting, sealing and insulating associated with it.