Do you mean around the perimeter? And do you plan to put the bricks on the slab or on the soil surrounding it? And do you plan to backfill with soil in behind the wall, or will the wall be free-standing?

I'm sorry I should have been more specific. 1st post jitters...lol. The patio is 35 x 20 ft. I plan on installing around the perimeter, and leave the wall free-standing. I also plan on adding a couple of castle towers at the corners and also an entrance on every side.

Also I plan on installing the wall on the slab.

OK that helps me, but whether I can help you is still uncertain... I do think that building on the slab is good in this case as it will spare you having to do a firm base of crushed gravel etc for the wall. BUT in using the slab as your base you are assuming that the slab is well supported and won't crack under the weight. Can you check this assumption? If you can't, perhaps the best place for the kids' sandbox is not beside this wall.
Also, if you loved playing with bricks you will remember the concept of linking the walls across the corner, or into the corner towers in this case, with connector bricks?

Sounds like a fun project; depending on whether you get any other input here (esp from people familiar with your climate) maybe read up a bit on wall design to ensure that your design is stable, and look for local info on the subject to make it good in your climate.

Before you embark on this project, I strongly suggest that you draw up a perspective plan. When you're talking hardscape, it's not too easy change your mind after the fact.
If you own a digital camera, you can take pictures from different perspectives (from the patio looking out, from the yard looking toward the patio) and draw in structural designs.

I am a little concerned that with the castle towers and openings on every side, that you will find your design is a little too choppy and that you need to focus on the desired function for your walls.

Is there a view you want to frame or block? Do you want the wall to provide extra seating for a party? A place to put potted plants? Candles?

This forum is great for getting additional info. Thanks for the follow ups!! After looking, the idea of entrances on each side does seem choppy. Therefore, I plan on one large entrance on the 35 ft side, with towers on each side of the entrance, moving them from the corners. I think this willeliminate the choppiness. Also, the wall is primarily to dress up the patio, with the idea also of having extra seating space when needed, and potted plants in the summer.

If you want it for seating, pots, etc, then you need to think about how you will finish the top to make it wide enough to use.

You still need to determine how you will seat it, on the concrete or off, and to consider drainage from rain,etc.

Also, before you add any more hardscape, you need to think about lighting. (Sorry to add more considerations, but this is a common problem--adding hardscape and then trying to work around it to electrify). You can add the hardscape first if you have a plan to add electricity later, as long as you have a plan.