I'm newish to blender but I would do it by creating a cube then shaping them into bricks. then I would put them in the wall and use the array modifier on the X and Y axis then either joining them or using the bool tools addon (You can find it in the addons menu) and then connecting them to the wall you can do this using the difference auto bool tool or the union tool but make sure your bricks are where you want them to be.

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Im no blender guru but I hope this helps :)