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First off the code for your area may not be same as it is in mine. Contact your local building inspections office with any code related questions.
That being said, tv cable is does not carry high voltage so you can basically do what you want with it. It should, however, be grounded where it enters the house through a grounding block, to prevent lightning from entering the house.
Even if you code doesn‚Äôt require it I would suggest running all the wires between the brick and exterior walls in conduit. This will make any future alterations or repairs that much easier. If you run conduit keep in mind you cannot run tv cable (or any other low voltage wires) in the same conduit or electrical box with wires carrying house current (or other high voltage). They must be kept separate.