Most brick is fairly soft, so drillin gthe hole isn't too big of a problem. Depending on where you live, you may want a frostfree sillcock (these come in various depths so that the guts are actually inside the heated building rather than outside). For ease of replacement later on, you probably want to also include an inside full-flow ball valve so you can shut it off. It also can be used to keep people from stealing water, if that is a potential problem. Most come with a vacuum breaker, but if not, it is highly recommended to put an add-on one onto the sillcock you have. This keeps potentially polluted water (say the end is sitting in a puddle or a bucket and the pressure hickups) from getting back into the supply. It could make everyone very sick and while not code everywhere, are highly recommended. You don't want the hole to go through the bottom edgeof the brick, as it is likely you'll crack it, but higher up should not be a big problem.