Unless you want to surface mount an exterior box on the brick you need to cut a hole large enough for at least a single gang box in the brick.

In a brick veneer house (1 wythe thick brick on the exterior) the hole for the box will be as thick as the brick.

It is not especially hard to do, just a little time consuming.

I normally try yo locate the box so it is at a corner of the brick, then drill through the mortar and use a plugging chisel to clean out as much mortar as needed before cutting the bricks themselves with a chisel.

If you do a neat job the box and edges of the brick are covered by the lamp's base that attaches to the box for support.

Before you cut the brick you need to check to see that access to get the wire down into the wall is not blocked by a large header for the door.

How do you attach the box once you have cut the brick?

Use a masonry box held in place with mortar.

Or a plain box and polyurethane adhesive (it is with the caulk).

You have given me excellent advice, and I realize that a pro needs to do the work.

We found an electrician, and were very suspicious about using him. He is bonded and insured, and also showed us his list of prices. Everything that we need to have done is standard, and he does it all the time. In our case he will go to the attic, find the spotlight wire, and use it to connect the wires to the house.

In our case this is not a DIY job, and your responses helped me realize that.

Thanks
Sammy