From the looks of the caulk picture, yes it will be messy. What type of caulk did you use and why? Did you use a caulk gun? Please answer these questions and maybe from their we can suggest a proper way to caulk these windows. Depending on what you used and how long ago you did it, the caulk may not be easy to remove.

If you installed these windows yourself, then please don't take this personally but, that looks as if a child did the caulking. If this was done by a paid window installer (I won't call him a professional) then I'd get him back out there. You could try a wire brush and Dicone NC15 Gel.

Here is a link that might be useful: Dicone NC15 Gel

That is a perfect example of caulking that was tooled to many times and after it had skinned.

That is not how it should look.

Excessive caulk.

Brick is one place some tape is actually useful.

Tape on the brick, work the caulk flush with the window, then remove the tape.

You do not need a fillet on caulk if you are filling a gap.

Thanks for the suggestions. We hired a professional window company. Here is a close view of another window they did.

Here is a link that might be useful: {{!gwi}}

That's a horrible job. All they had to do is tape the brick and this wouldn't have happened. Just too lazy. I would not have paid them until they fixed it.