Either it is a block wall which will have a cement scratch coat rendered onto it, followed by skim, in which case, the 25mm box would need recessing half it depth, and the cables either kept tight to the wall with capping, or better still, put in oval conduit chased slightly into the brick.
If it is to be dry-lined, plasterboard sheets will be 'stuck' directly to the wall. In this case, capping is best (although many sparks clip direct to the wall, as no damage can occur during the installation of the plasterboard. 25mm boxes can be fitted dirctly to the face of the wall, as long as the boarder makes sure he finishes the boards flush!!
Studded would normally involve timber being either fixed to the wall, or standing in front of the wall, similar to internal type stud walls. Plasterboard is screwed to this. Depends on the size of the timber, but the finished wall level could be upto, say, 116mm from the blocks (4inch timber, 16mm board).