It's been a long time since I built a glass block window.
I wouldn't bother with PT in the wall, since moisture shouldn't be getting in the wall cavity.
If you're talking about using PT as a jamb and building the block wall on it, I wouldn't do that, either. PT doesn't look good, and I wouldn't want any exposed wood on the wet shower side.
I would build a waterproof wall out of something like Wedi, it's a foam board with like a fiberglass skin that you waterproof with their caulk; I prefer it to Schluter and the cement based backer boards.
So frame the wall and skin it with 1/2" Wedi, and use rips of the 1/2" Wedi to build jambs, waterproof it, then install the glass block and tile up and over the jambs to the block.
You could also use metal trims to butt into the glass block and overhang the jambs enough to make a stopping point for the wall tile, like a picture frame around the block, but the trims are so thin they won't cover any gaps between the glass block and the Wedi jambs as well. Maybe make a smaller rip of Wedi at the top of the blocks?
The issue is that you'd want a little wriggle room to get the glass blocks into place in the frame, and you also want consistent reveals around the whole thing for aesthetics.
I hope this makes sense.
Also, I'm pretty sure Wedi was the first product to market, but now there are competitors with similar products; basically a foam based backer board and shower pan system.