Question about threading a coaxial cable through brick?

If this is for TV cable the cable company will do this for you. The main question is where are the electric wires in the wall. You don't want to get through the brick and find wires. So if you are bound and determined to do this yourself I would start from the inside. Cut out a square of the drywall, keep it to replace later, move the insulation with gloves and see if you can see the brick. That's when you use a concrete drill bit to drill thru the brick. Feed wire thru all and figure out where the hole should be in the drywall you saved,and make one (feeding the wire thru the drywall square.) Then once you have what you want all done, get some drywall mud, small container and use a spatula to fill all edges-let dry. Then redo as needed. When the seams are filled, get a wet rag and sand it down in circles til it's smooth to the touch, repaint and you are done, (they do have receptacles to put that wire thru if its in a space that will be seen.) But I'd call your cable company.