Measure exactly where you want the picture to hang on the brick wall. Mark the wall with a piece of chalk exactly where the picture frame wire or frame hooks on the back should go. The chalk mark should be on the mortar, not the brick.
Drill a pilot hole at the marked spot using the drill and the masonry bit.
Insert the wall anchor using the drill bit. Work the wall anchor in place until the top is flush with the surface. Use a hammer to tap the wall anchor into place if needed. The wall anchor acts like a sleeve that holds the screw in place.
Put the screw into the wall anchor and tighten it up with a screwdriver. Leave one-eighth to one-half of the screw protruding so that it can support the picture frame wire or hook.
Hold the picture frame in front of the screw and line up the frame hook and the screw. Move the frame slowly towards the screw until it catches. If the picture frame has a wire on the back, hold the frame so that the wire is just above the screw. Slowly lower the frame down until the wire catches.