my home is in need of, at least, 5 windows. I was wondering if this is something I can do, or should I have them done by a pro. Also, is this a "pricey" project??

It can be pricey or inexpensive. It depends on the style of your house and trim and whether you want vinyl or better. I have professionally dome window replacement in a whole house for as little as $280/window. My next job will bring me close to six thousand bucks for replacing five windows.
See the spread?

Most companies that do this will estimate for free, then you decide.