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Ideally there is some form of draught proofing between the frame and brickwork.
Expanding foam is the usual trick. Not too much thought, when they say expanding they mean it.
And keep the frame steady until the foam cures completely. Then get a sharp blade to trim off the excess and some foam remover to clean the bits where all the foam has got on the frame/wall/you.
Mr_Sworld-
some foam remover to clean the bits where all the foam has got on the frame/wall/you.
That's why I use expanding foam tape these days.
That and the three days I once spent cleaning foam from a newly installed resin bonded driveway after the worst apprentice I ever had accidentally managed to roll a can of it under a sheet of corex, sit on the can and make a fucking hole in it. I came out of the house to find him floating on a cloud of sticky shit only to then be chased down the driveway by the homeowner. Managed to get most of it off with solvent cleaner which got me VERY high but alot had already cured and had to be chipped off. I swore.lots.
Bobbo
There is a bit more to it than that but that's the gist.
Ideally there is some form of draught proofing between the frame and brickwork. If the sill (if applicable) is level with the ground there is waterproofing to consider as well.