Changing window frame standard brickwork openings is a fairly simple procedure. What is basically involved is just a little more than taking out one frame and fitting another of the same size. Some companies offer a variety of different window styles which are available in different mediums such as UPVC or softwoods. Many companies have windows available in their stores which you can take away or some even provide a made to measure service in UPVC where the product can be delivered directly to your home or office. There are many different PVC windows and also a variety of softwood window frames.
New windows frames usually come with an exterior window frame. The exterior frame can be screwed together on the exterior wall of the building. Putting the frame into the opening using wedges to fit it under the sill will allow you to push it against the brickwork. The sill should be horizontal before you attempt to fix it. The next procedure should be to use a spirit level to check the angles (these should be vertically upright). After you have made sure the window is level, use wedges to put them into the correct position if need be. If you are satisfied that the frame is in perfectly square, then you can secure it to the brickwork. Drill holes into the frame in regular intervals which also penetrate the brickwork.
A lot of windows require two fixings on both sides of the window, one at the bottom and one at the top. Using a masonry bit to help you drill through the brickwork is the way to insert wall plugs. Using a mortar mix will also allow you to secure a strip of damp proof course for the brickwork Once this is done, you should replace the frame for the final fixing.
Once again, when fixing screws into wall plugs in the bricks, make sure the window frame is level with a spirit level.
If you are not fully confident with carrying out the procedure yourself, I would suggest contacting a professional.