The importance of eaves: Norwegian test on how fast driving rain can penetrate a single brick wall cladding (the most common modern brick construction). It took between 20 sec. and 20 min. depending on how well the mortar had been laid, and especially the critical head joints.
Depending on how much rain you get, you really want to invest in proper eaves, because the wall water proofing that is 100% effective has not been built yet.
What destroys walls is water water water, but to a lesser degree also heat and ultraviolet light. Eaves protect against IR and UV too, and very cheaply and efficiently at that.
If you want to use brick cladding but for whatever reasons can't build eaves, consider using glazed bricks, either entirely or decoratively. More water resistant than regular bricks. And beautiful. But remember to fill up those header joints (the vertical joints between bricks).
So, however you build a brick cladding, you will get water penetration. Hence you put in "weep holes", unfilled header joints near the bottom of the wall (hello gravity my old friend) where water can safely seep out. In most places on Earth, this is good enough.
Bonus: here is a rain and a driving rain map of Norway. They have A LOT of it, which explains why some people in Oslo might chose brick cladding, but in the rest of the country clever people stick with wood walls and especially solid log constructions: a home built like a ship.
Here are models of hypothetical buildings, showing which parts get the most water during rain (because most rain falls down and not sideways but some splashes back so foundations get a lot more rain). They also looks exactly like every single house built since 1945. Note windows.
All forms of classical and vernacular architecture (not modernist ideological architecture) use window surrounds of some sort to help the window keep water out, the less rain, the shallower the window surround you can get away with. This is essential in any building.
However, your brick wall can only take so much water. If you still get more than it can handle, you have to add a second layer of defense: bushes, hedges, tree lines, ivy, evergreens. These things can all be planted near or on your wall to help stop rain from hitting it.
Here you can potentially get into trouble though: the added shade from trees etc. can stop your wall from properly drying out between rains so you have to consider the balance between sun and wind access, and rain shielding. If your wall has historic value ivy can also damage it.
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