Replace plasterboard (drywall?) around window
If there is a space behind the plaster board and the brick wall it is most likely that there have been wooden strips mounted to the brick and then the plaster board has been in turn mounted to those wood strips. 

I would expect you to find a strip vertical right next to the window, one on each side of the corner in from the window and then some under the inside wall area. You will learn more simply by proceeding to remove the existing damaged materials. It is possible that some of the stripping was damaged as well and may also require replacement. 

As for the installation of the replacement plaster board you would cut pieces of material to fit and then use plaster board screws to mount the pieces to the strips on the wall. The outside corner by the window is normally handled by installing a plasterboard cornice piece (made of metal or plastic) to the corner (with some more screws) and then the plaster board mud is applied at the corner up to this material to produce the finished corner.