Well, first things first, you'll need to find a way to attach the lights to the brick wall. You can either use screws or nails, depending on the type of light you're using. If you're using standard Christmas lights, you can use screws to screw the light hooks into the brick wall. If you're using LED lights, you can use nails to nail the clips into the brick wall. Once the lights are secure, you can then use zip ties or other fasteners to secure the light cords to the brick wall.