I'm adding a little space to the workshop. I have a question. When do
you install the window? I'm going to put in a small, cheap aluminum
type storm window. So, I will put osb on the framing, then T-111. I'm
not sure when the window goes in. Does it go on over the osb, or over
the T-111? At least, I know it doesn't go on over the trim. Does it?

First, T-111 can serve as both structural sheathing and siding. No need to
put OSB under it. Nail 1/2" or thicker T-111 directly to the studs, every
6" around the edges, and every 12" in the middle of the sheet. If you have
24" stud spacing, check the span ratings stamped on the plywood to see what
thickness to use for your stud spacing (5/8" usually).

As for the window, I run a bead of caulking around the window opening
(under the windows flange), and nail the window to the outside of the
plywood. I then caulk around the flange on the outside of the window and
install my trim over the window flange. Finally, I caulk around the trim. I
don't caulk the bottom side of the trim, just in case there is a small leak
the water has a way to get out and not sit trapped behind the trim.

I usually rabbet the back side of the window trim so it sits flat over the
nails and flange of the window.

As a last word, I'd go with a vinyl window instead of aluminum. Every
aluminum window I have ever had sweats really bad, leading to rot and mold
problems. Yuck...

Anthony