Just change the doors for windows and if you worry about him breaking the window there are safety glass options.

Are there any other windows in the room? You need at least one decent size for fire egress. That being said, on the exterior I would put vertical trim boards on either side of the opening and then run horizontal siding in between. If it’s a dark room and you have another window for egress on another wall, I would put a narrow window across the top for natural light.

Most municipalities require minimum 10% glass (for natural light) in each room. (A 10x10 bedroom requires 10 sq ft of glass.) ALL bedrooms must have an exit to the exterior (fire code). Some bedroom codes are very specific as to height of sill above floor. Start with your local codes first.

If we cannot match the brick, what can we do for the exterior?

Use siding. If you are replacing with windows, I'd make them as wide as the opening.

This shows infill between columns to close in a porch, but the idea is the same.

There’s a good size window I the room as well. I didn’t think to mention that. We just worry that he might decide to open the door and roam around. He decided to shove a whole package of hairpins down the sink recently, lol. We never know! I just can’t imagine a large patch of siding looking good when the entire rest of the house is brick. Also, even if we put a window, what do you do with the area underneath the window if you can’t match the brick?

Oops in the above comment I meant potting bench not potting shed.