Yes, they can be used in new construction.
They can be installed with an available add-on nailfin/jchannel combo provided by the factory, or if don't want your windows hanging so far out the wall, they can also be installed into a 1x wood buck frame with applied exterior casing, and then installed as you would a traditional wood window. If the latter is done, really make sure your contractor uses proper flashing methods.
Here is an example of one done with a buck frame. I cut new Schuco casement windows into a blank wall on each side of a fireplace, then bent my brickmold style casing wrap with the j-channel built right in. The window tape had not yet been installed in the first photo.