LF, just to build on what Bloomer said, you may need quite a long screw to accommodate the thickness of the timber and go into a reasonably deep hole in the brick.
Frame Fixings are designed for exactly that job - fixing window frames into brickwork.
OK, so if you already have suitable screws and rawlplugs they'll work perfectly well. However, if I had to go out and buy bits specifically for this job, these are what I would use.