Drilling through your home's exterior brick wall is a serious matter, which requires special planning and care to prevent doing serious damage to your home. This is doubly true if you have never done this before. Reasons for drilling through your outer wall would typically include putting in a pipe or cable where there is no other way to get it into or out of your home.
Determine the size of the hole you need. The hole should generally be a little bit larger than the item that needs to go through it. Also determine how far you must drill. This will determine the length of the bit you need.
Purchase a masonry bit of the right size. Before going, verify the maximum size bit that your drill can handle. There are some bits that are too large for some drills. Thus, you might need to invest in a larger, more powerful drill depending on the size hole you need. Ask someone at your hardware shop for advice. You also might be advised to purchase a smaller masonry bit to drill a pilot hole, especially if you need to drill a large hole. Verify that the bits you buy are long enough to do the job.
Locate the precise spot where you will drill the hole. If possible drill through the mortar between the bricks rather than directly through the bricks themselves. This will be much easier, put less wear and tear on your drill, and also you will be less likely to crack a brick. Also verify that there are no obstacles, such as metal pipes or electrical wires, embedded in the wall where you intend to drill.
Fill an empty pop can with water and sit it nearby. You will use this to cool the drill bit.
Put on a pair of safety goggles before you begin. Flying particles can get in your eyes while drilling with very unpleasant results.
Drilling the hole
Use the narrow bit to drill a pilot hole if needed. This hole will help to guide the larger bit when you drill the main hole.
Drill only for a few seconds at a time (perhaps 10 seconds) and then take a short break. During the interim dip the end of your bit into the pop can to cool it off. Drilling through brick and mortar generates an enormous amount of heat. Cooling your bit in this manner will make your drill bit last much longer.
Take care that your bit does not get stuck. This is another reason to drill only for a few seconds at a time. Having a drill bit become deeply stuck can be a major problem.
Repeat the above process with the larger bit once you have completed your pilot hole.
Put your pipe or cable through the hole and seal it with putty.
Take it slowly. If you think you are running into a problem, then stop and take account of what is happening. Hire a professional if necessary.