On the first drill you show, there is a sliding switch on the top. Push this towards the picture of the little hammer,, and the drill will vibrate while it is drilling. This is better for drilling into brick or concrete walls.
In your set of drill bits, on the left hand side, you have some masonry bits, with the Tungsten Carbide tips.
Next, you need some Plasplugs (I prefer the brown ones, though they are needlessly big for a lot of jobs, they will be plenty strong enough for a curtain rail. You can buy them at the DIY shed in a block of 50 or so. I wouldn't get a plastic box of mixed colours, it is usually more expensive. You can get a few yellow plugs if you want.
On the strips of Plasplugs, you will see it has a guide to the size of drill and screw to use. For a picture rail, I would use screws about 35mm long. This is a length that will go right through the plaster and well into the bricks. Buy galvanized ones. A box of 50 or 100 will be better value than a packet of six.
Also, buy a tube of NoMoreNails or the equivalent. Most DIY sheds and hardware store will have an own-brand for £2 or less. For your job, any cheap brand will do, and you will not use much (screw the top of tightly after use).
I recommend that next, you practice drilling holes in an old brick, or in a wall that does not show (e.g. in the cupboard under the stairs). You will find that a Masonry Bit, with Hammer Action on the drill, will easily go through a brick. If it hits dense reinforced concrete (e.g. a lintel over a window) it will be a lot slower. If it hits steel (e.g. a steel lintel) it will stop, and you will have to switch to an HSS Twist Drill for the steel (those are the plain blue/black drills in on the RHS of you set)
Practice until you can drill a hole that a brown Plasplug will fit into. If it is tight, put a screw a few turns into the plug, and tap the head of the screw lightly with a hammer to push it into the hole. When the Plasplug is just below the surface, undo the screw to take it out.
If the hole is a bit loose, blow and wash all the dust out of the hole, and squirt a bit of no-more-nails into the hole (put the nozzle in deep so ut fill from the back), then push your Plasplug into place, smooth off the surface with a wet finger, and leave to harden overnight.
Being able to drill a hole, put in a Plasplug, and screw in securely is a valuable basic DIY skill. I doubt it will take you as long as half an hour to get the hang of it if you approach it methodically, and start with a practice brick, not standing on a ladder.
Start with your smaller drill. It might not be as quick but you will not be worried about its weight while youi are learning.
Never drill directly above, beneath or to either side of an electrical socket, switch or tap, as there may be a cable or pipe in the wall. Another day we can explain how to check this.
p.s. By the look of "the smallest silver drill on the right" it is the sort that has a little point on the tip. This is specially made for drilling into wood, it holds the drill in the centre to stop it wandering out of place. It will have been ground blunt by using it in brick, and will not have been hard enough to make a useful hole.
