How to build a brick wall on the front of a CMU retaining wall?
Those aren't bricks. Those are CMUs (Concrete Masonry Units). They should have mortar in between the joints, but if not, it's likely filled with concrete. Is it cracked at all anywhere? If it's not cracked and it's been standing for 10 years, you're probably OK with it as is. 

You could go ahead and build a brick wall in front of it as ChrisF points out, but that'd be a lot of work. I'd suggest alternative means of dressing up the existing wall:


face it with brick. Instead of full bricks, it's a thin brick that you apply like you would wall tile
face it with stone. There's some really great concrete based stone facing systems on the market today. Like the brick facing, you'd mortar it directly to the current wall
stain/paint it. Concrete stain and/or paint might be the best bang for the buck (and your back). 
vines. Attach a wire mesh to the front. Plant vines above or below it and train them to use the mesh. This is the 'green' solution. ;)
wood. You could create an interesting trellis of some sorts and attach it to the face of the wall. Or even 'side' it with cedar.