Start with the Out of the Box Window-Casement-Triple.rfa or Window-Awning-Triple-Horizontal.rfa family and edit it to look the way you need. They should be able to be found here... (C:\ProgramData\Autodesk\RVT 2020\Libraries\US Imperial\Windows)
Howard Munsell
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I would embed a Curtain Wall. Those 3 Windows would be the Panels and the Stone Surround would be the Mullions.
Something along these lines:
Stonework is just a Material.
@barthbradley that my initial thought, but wasn't sure how to handle the more decorative Sill and decorative Top Casing with a curtain wall :-).
Howard Munsell
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My approach may not be the best either. Just one approach. Fact is, I would probably model it more closely to how it will be actually constructed. 😉
Using a curtain wall with stone frame/mullion is a good idea if you are okay with the joint lines between vertical/horizontal mullions.
If you want a clean stone frame with no visible joint lines, create a curtain wall with no mullions, no divisions, set the panel to a thinner stone wall type, set the curtain wall to Automatic Embed, place it in the thick stone wall, then host regular window(s) in the thinner stone wall curtain panel. Regular window can be a wall hosted window, or another curtain wall type.