You're going to have to open a permit.
Licenses, Permits & Applications
Once you have the permit, you will move forward and start the work, have the inspections are done at each successive stage, and when the work is completed, you get your final inspection and then go for your CO.
You're going to want to make sure you have someone who knows how to properly header the door and windows so that you don't compromise the structure when you cut into the foundation.
As Elke wrote, once the inspector is in your home, he is going to see everything else that isn't compliant.