Draw the grout lines on your wall, using a pencil and ruler. Use a level to make sure they are straight. Drawing the lines before adding the sponge bricks ensures they are straight as you apply them to the wall.
Paint along the grout lines with grout paint and a paintbrush. Black and gray are the most common grout colors. Overlap the paint into the brick space to prevent bare spots.
Cut the sponges to the desired size. Use a razor for even cuts or a handsaw if you want the brick to appear rough around the edges. Carpet padding, mattress foam and styrofoam are material options for making sponge bricks.
Spray paint the sponge bricks in a well-ventilated area with water-based spray paint. You can also use a paintbrush to spread the paint on each one if you do not have the space to lay them out for spray painting. Allow the sponge bricks to dry. Water-based paint dries in one hour. Apply a second coat if you want the bricks to have a deeper color. Allow them to dry.
Apply the first row of bricks to the wall with adhesive such as spray adhesive, liquid nails, foam-tac or tacky glue. Use only enough for three bricks at a time, so it does not dry while you work. If using spray adhesive, spray a light coat directly on the wall. Apply liquid nails, foam-tac and tacky glue directly to the wall with a stiff paintbrush.
Stagger the second row of bricks by cutting the first brick in the second row in half, gluing it under the first brick in the first row. Place the second brick in the second row so the vertical grout line in the first row is above the brick's center. Continue placing them to the end of the second row. Continue this process until you complete the wall.
Allow the adhesive to set. Spray adhesive takes 24 hours to dry, while tacky glue and foam-tac set within five hours. Inspect the finished wall for bare spots or loose bricks and apply paint or adhesive with a small paintbrush.