Hi,
We have done alot of these basement Bathrooms. Currently doing 3 of them.
Start:
Do a layout on the floor itself. Draw it out, your outside walls should be set in 1-2" to allow for air movement.
Also allow area for the bathroom door in-swing and shower door out swing, unless you are putting in a tub.
Layouts are pretty simple.
Framing:
Use 2x4 Pressure treated lumber for your bottom plate. Fire these in with a powder actuated fastener. Level up for your top plates. Use KD grade lumber for everything else. You should know the rest: 16 O.C.
Do what electrical you would like next.
Main electrical items that are good to have: Light switch, GFCI near sink area, some kind of heat source, an exhaust vent and switch. Vanity light, ceiling light.
Make sure you have the proper insulation. 2x4 walls=R13, 2x6 walls=R19.
You don't necessarily need to put up a vapor barrier. They really are only supposed to be used when you have un-faced insulation. Putting a vapor barrier over faced insulation will creat a 'vaper chamber' where moisture can actually be trapped. Building inspectors don't allow this.
Cement board is used as a base for doing tile or masonry work. It is great in showers for this as a tile backer.
You can use this product behind a shower enclosure. You can also use MR board. That is: Moisture Resistant Sheetrock. The product out now has a purple paper surface, and it is also rated as mold resistant. Unless there is tile work, I prefer to use this throughout the entire bathroom.
You state that you have a window in the wall. I don't know if that means in the actual shower or not.
If it is in the shower, you may have problems. You can replace it with a completely vinyl, sealed unit, but you would still run into problems with water and moisture pooling up on the window sill.
Another option is to remove it and frame it in, then insulate it also.
You would have to do something with the outside....besides the fact that it would look ugly if you didn't.
Plumbing:
If the area is already roughed in with plumbing lines, you will still need an ejection pump connected to the main drain. Also, a sewage exhaust, and electrical source to run the ejection pump.
The rest is pretty simple stuff.... Sheetrock, taping, door, trimwork, Paint, flooring....
Good Luck!