Dig a trench that is approximately 1 inch wider than your bricks and to a depth that shows the amount of brick above ground that you want. Dig an extra 1/2 to 1 inch deeper to compensate for the sand you'll need to add. You need only 1 layer of bricks, which can lay horizontally or vertically.
Fill the trench with about 1/2 to 1 inch of builder's sand. This will provide a cushion for the bricks and help eliminate heaving when the soil freezes and thaws repeatedly in the winter.
Set the bricks in the trench, each one flush up against the one next to it. Push the bricks right up against the side of the lawn.
Backfill the soil, packing it up against the bricks so they are tight and secure. Fill in any gaps between bricks with sand.