How do I put a brick wall where an exterior window is?
Two ways to tie in the new brickwork. Either carefully remove the 'half' bricks up each side of the opening and build into them as you go (but the mortar will always 'jump out' at you in the 'toothings'). 

Or, build inside the opening as it is and use a propriety metal tie in bracket and a screw or two. You'll need one each side every few courses (some go every 3 and some every 6). You have the option to set this new brickwork panel back (or forward I guess), 10mm works okay. This has the effect of making the new brickwork look like a feature panel and a little more 'deliberate' than going flush. Some folks leave the joint around the new brickwork empty and fill it with a caulk and backer foam to remove the risk of the mortar cracking around the new panel. In my experience if the brickwork is built up in warm/good weather this is not likely to be much of a problem.