Double hung windows, or any windows, are not installed into brick. The brick is just a vaneer that goes over the outside of your framing. You attach windows to the framing, then apply appropriate molding, then caulk any remaining space between the molding and the brick.
This can be a difficult job if you haven't done it before or seen it done and it is critical that your new windows are level and plumb. You might want to rethink doing this yourself, but if you really want to go ahead with it, why not call a pro to install a couple of them for you--while you watch--or see if you can catch some pros doing it at new construction sites in your area.