It is probably impossible to tell you how to do this step by step without more information. But, this will get you started.
I would first remove the interior trim from the windows and cut back the drywall to the studs. If the window is wider than the door, there should be a header above the window.
Do not remove the window at this time!
Measure from stud to stud, then from the bottom of the header to the floor. This will give you the rough opening that you have to work with. Example.. An Andersen 6' door has a rough opening of 6' X 6' 8" and a unit dimension of 5' 11 1/4" X 6' 7 1/2".
Next, measure the wall thicknes. Are the studs 2 x 4, 2 x 6, or 2 X 8? You will need to know this when buying the right door. Most brands will offer extension jams, (I make my own).
Next, I would choose the french door that you would like to use. (I purchased and installed two Frenchwood hinged patio doors made by Andersen. I really like the three point locking system and Home Depot had the best price at the time.)
After checking the rough opening of the door with the opening that you have, you need to look at the your exterior siding. Depending on what is on your home will depend on how you remove it.
If you have vinyl siding on your home, you will need to remove the panels that surround that area.
If you have clapboard, you will be able to use a saws all or circular saw and cut along the studs.
After you install the door following the manufacturers instructions, the rest should be a snap, extension jams and casings.
Installing the window units is just a matter of frameing the rough opening for whatever unit you buy.
I know I have left some stuff out but, I hope this helps and is not that confusing.
I would go to the Andersen web site for more detailed information.