Hey Rick, congratulations on your purchase! Finally eh?
Installing the SWG in a window opening that has been replaced with metal is no problem as long as you seal it up well. More important though is the location of the vent with respect to the ground. It should be 7' up or at least above ground by 1' and not near any foot traffic. The SWG diagram online also shows the location with respect to other windows and openings.
My unit in the house is 7' up on a wall on the road side of the house, and when I walk out the front door (almost 50' linear ft around the corner) I can smell the coal burning depending on how the wind is blowing. The one on the garage is 13' up and I can smell that one as well depending on the wind.
Have fun with the install, I bet you can't wait to get some good, steady, inexpensive, coal heat in there.