An interesting article for the practical do it

At a the most convenient place as spoken of earlier mark the spot with a cross. Next open a window in that wall and measure the thickness. Choose the thinnest masonry bit; around 6 or 8mm is good, and drill a hole clean through the wall. Now move to the outside and locate the hole you have just drilled. You will be using 15mm copper tubing so you will need a hole larger than that dimension but because copper can become weakened in brickwork due to chemical reactions it will be more professional to insert the 15mm tube through a larger tube. We can use 22mm. So drill a 25mm hole through the wall from the outside for ease of access. Cut a piece of 22mm tube to the exact thickness of the wall and insert it. Cut a piece of 15mm tube leaving it 100mm longer than the depth of the wall. Mark and screw the tap flange 50mm above the hole, then screw the tap into flange using ptfe tape to seal the thread. Go back inside and locate the cold water main pipe. Pick out the brass special connector which will have a knurled tap manufactured in it. Separate the two pieces by releasing the two set screws. Make sure the rubber seal is in place when you put the fitting on the pipe. Put the backing plate in position and insert the screws. Make sure the tap is in the closed position then move the fitting until it sits nicely. Now screw the two screws evenly up until resistance is felt; at this point more pressure is needed for the special connector to pierce the pipe, and a little water may seep out, but continue to screw up until the screws are tight and water stops dripping. Do not over tighten. Using compression fittings connect the valve fitting to the 15mm pipe passing through the wall.Tighten all the connections then go outside; using a variety of fittings connect up the pipe to the tap. Make sure all connections are tight. Go to the inside and open the tap on the connector. Next and finally go and open the new external tap. At this point lots of trapped air will splutter out. Keep the tap open until only water pours out. Job done.