Question about windows and installing with shims.

We're looking to replace our windows. The person today to give us a quote said they will take exact measurements, custom build the window slightly under size (so it fits in the hole), then use shims and lag bolts to hold it in place perfectly level. Then redo the framing and such. Does that sound right? That he would shim it together to fit. I know an exact measurement may not fit but im not feeling confident. Thank you for your time.