Measure and mark the height and the position of the first corner of your ledger board on your wall. Mark the position of the opposite corner, using a mason's line and a string level, to ensure the ledger will be installed at the correct pitch. Make these measurements twice before drilling any holes in your brick veneer.
Set your ledger board on sawhorses or another stable work surface. Drill several pilot holes in the board with a 1/4-inch wood bit. Start your first hole two inches from one edge and two inches from the top of the board. Space the holes evenly across the surface, at least every 20 inches; precise placement is not critical. For boards 2-by-6 inches or larger, drill at least two rows of holes across the board's face.
Countersink the pilot holes with a countersink bit so the concrete screws be driven all the way into the board. This will insure the ledger board has the best attachment to your wall.
Place the ledger in the correct position on the wall. Insert a 3/16-inch masonry bit into your drill. Drill through the pilot holes into the face of the brick 1/16 inch, just enough to mark the brick face. Repeat for each hole in the ledger board.
Remove the board from the wall. Drill a pilot hole in each location you marked with the mason's bit. Run the bit to a depth of 1 3/4 inches. Keep steady pressure on the drill; brick is brittle and will chip if jarred. Stop blow the brick dust from the hole about every half inch of drilling. You may feel the bit pass through the hollow part of the brick. Continue drilling until you reach your goal depth.
Place the ledger board in position. Drive a 3-inch self-tapping concrete anchor into each hole, using the Phillips bit in the drill. Install all of the screws, but don't tighten them fully until all are installed, to allow the holes to line up. Work from one end of the ledger board to the other. Go back and carefully finish tighten the screws.