Most builders set the window unit in a bed of caulk as its installed. That forms an essential weather barrier. Air sealing occurs on the inside, and is easiest when you wait until the latest possible stage of construction. In windows with drywall returns, run a bead of sealant between the drywall and window frame. Run another bead under the sill, sealing it to the drywall. (Windows with wood frames are treated like doors.)
Doors
Doors also should be sealed after drywall. Because the gap between the door frame and the drywall is often over an inch wide, you’ll probably need to use urethane foam sealant.
Use your favorite caulk on the threshold.
Doors and wood-framed windows need only be sealed between the jamb and the drywall. Smaller gaps (1/8 in. to 2 in.) can be sealed with high quality elastomeric caulk. Larger gaps require foam sealant, although many builders use foam for all gaps more than 1/8 in. wide.
Most builders set the window unit in a bed of caulk as its installed. That forms an essential weather barrier. Air sealing occurs on the inside, and is easiest when you wait until the latest possible stage of construction. In windows with drywall returns, run a bead of sealant between the drywall and window frame. Run another bead under the sill, sealing it to the drywall. (Windows with wood frames are treated like doors.)
Doors also should be sealed after drywall. Because the gap between the door frame and the drywall is often over an inch wide, you’ll probably need to use urethane foam sealant. 
