Really cheap: search for images of brick walls on the internet (I found a bunch just now within ten seconds). Get one image you like and copy it, paste it into something like Powerpoint and copy it and paste a full sheet together, then print it out on a color copier, glue it to cardboard, and bingo - gray brick wall.
Pretty cheap: goggle 'O gauge paper brick" and you will get hits on people selling embossed paper 'brick face' sheets. buy the color you want.
Cheap: Plastruk and Evergreen and maybe JTT sell plastic styrene sheets embossed to look like brick. Paint it and install it.
This may not look like it, but the brick is just printed paper - so are the windows, etc.
This is plastic sheet, I don't remember which company.