How can I detect brain waves
To get the signal use AgCl electrode, and electrolytic gel, on various points on head, you can start with three points on forehead,look of 10-20 system of EEG for the placement of electrodes. 

For the circuit part, you'll need a pre-amplifier, a nice instrumentation amplifier, a notch filter, 50/60Hz depending on your location, then a 7Hz high pass filter, to filter the galvanic response from the skin and a low pass filter at 30Hz cut-off  frequency. The link below gives a step by step process.

http://www.instructables.com/id/DIY-EEG-and-ECG-Circuit/