Window Frame

I've just built a house and I have a brick opening (single brick) in the activity room which I would like to put a window in (size is 1400 x 1100). I'd like to know the best way to approach it. Is it ok to glue and screw the timber straight to the brick or is it best to build a frame first then install? Do you need a gap all around for expansion etc. (like an external window frame) I've never tackled anything like this before but I'm quite a good handyman. Your opinions/ideas will be appreciated...thanks