Ok...
It might be best if you can find a trustworthy contractor to do the work because they will know how things should be done and can handle any surprises.
I wouldn't mind doing the work but I'm not sure you'd want to pay for me to come down there and do it, lol. (I have my own company...
Clicky )
You could either build the wall on the concrete slab or you could pad the framing up the height of a concrete block. It sort of depends on how good of slope you have away from where the framing will be. Based on the pictures I'm guessing you could get away without the concrete block, although if you want to frame a floor above the concrete floor, it might be wise to do the concrete block.
Framing a floor on top of the concrete floor will allow you to use carpet without having to worry about moisture being transmitted through the concrete. Framing a floor could be either done with pressure-treated lumber sitting on the concrete or with standard framing lumber sitting on pressure treated blocking. This would also give you a place to run any electrical or mechanical (hvac and plumbing) that would be easily hidden as well as a possibly warmer floor.
The bottom plate of a wall if framed should be pressure treated. Actually the best is to secure a pressure treated board, then build the wall with top and bottom plates of regular framing lumber and set it on top of the pressure treated plate. The pressure treated should have a foam sealant strip between it and the concrete.
You will probably have to strip back some of the interior finishing in the garage and may have to nail blocking in place to help secure the wall.
Stone can be put on the outside if you find someone skilled in doing stone work. Or it could be finished with siding or a number of other techniques.
A bow or bay window can be difficult for someone who has never worked with that sort of window to install properly. They require some care in shimming and sometimes require a hidden cable kit to keep them in place.
Wiring is typically not all that difficult, but I've seen "professionals" butcher wiring before. You're better off finding someone who knows what they're doing, risking a house fire is stupid.
If there is no vapor barrier under the concrete, you will want to either build a floor on top of the concrete or do something else to deal with the possible problem of moisture migrating up through the concrete. An epoxy floor coating (such as the rustoleum garage floor coatings) will NOT combat that. In fact, they will delaminate and cause no end to problems if there is no vapor barrier.
Off the top of my head, that's what I can think of.