The new window normally comes with a new exterior window frame. Use on all joints and screw them together. Insert the frame into the opening using wedges to fit under the sill to push it up against the brickwork, against the existing inside window board. The sill must be perfectly square and a spirit level should be used to check the sill is completely horizontal before fixing. Next use the spirit level to check the angle of the jambs, which should be vertically upright. Use wedges to push them into position if necessary. Keep checking with the spirit level and adjust the wedges if necessary. Once you are satisfied that the frame is perfectly square, it can be secured to the brickwork. Drill holes through the frame and brickwork at intervals.
Most windows will require two fixings on both sides, one at the top and the other at the bottom. Remove the frame and use a masonry bit to drill through the brickwork. Insert wall plugs. Countersink the frame holes. Use a mortar mix to secure a strip of damp proof course on the brickwork, below the sill. Cover with another layer of mortar and replace the frame for fixing.
When fixing the screws into the wall plugs in the bricks, check with the spirit level that the frame does not become distorted due to driving the screws home too tightly. Once in the final position use a frame sealant to fill gaps around the outside between the frame and the brickwork.