Remove the sod and grass from the area where you want to put the walkway. Dig down several inches deeper than the thickness of your bricks.
Lay landscaping fabric in the bottom of the trench. This will help to stabilize your walkway and will prevent grass and weeds from growing up through it.
Put two inches of sand into the trench on top of the landscaping fabric. Smooth it out to a level consistency and tamp it down with your feet or a shovel.
Decide what pattern you will use for your bricks. Your options include straight lines or a herringbone pattern.
Place the bricks on the sand, starting at one end of your walkway. Press them tightly together as you lay them in next to each other. Tamp each brick into the sand with a sledgehammer. Don't hit the bricks, just let the weight of the sledgehammer seat them in the sand.
Go over the entire walkway after you have completed it and tap down any bricks that are protruding. Continue until your walkway is smooth and even.