Doors and Windows - Flashing and waterproofing new windows

This is my first post, thank for reading. My question has to do with flashing (I think that's the correct term for providing protection from water). Here is what I did on three full-frame replacement windows, I have many more to do and would appreciate any insight into doing this right the first time:

First I removed the siding near the windows, as well as the old felt paper (it was in bad shape). I put one strip of sticky waterproof membrane along the wall below the opening, then an overlapping piece above it that folds onto the sill. Then I installed the window according to the manufacturer's instructions. Next I plan to run the waterproof membrane along the sides of the window, over the nailing fin, and on top of the window.

Should I have done something else at the bottom of the window opening, such as felt paper or Tyvek? Now that the membrane is stuck to the bare sheathing, have I missed my chance to keep water out? What, if anything, should I do next? Thanks for your advice...

Water is less likely to emigrate under, since you have taken precautions on the sill and on the nailing fins. I like to run sticky along the bottom fin, then run the vertical sticky over that, giving it a drip edge.
More importantly, what did you do for flashing over the window. If water can't pass the flashing, you most likely won't have problems below. You should have a metal flashing over it, allowing it to protrude slightly giving a drip edge.