I've got a single brink outhouse, and want to make it into utilty room, instead of having abrick and cavity then block,could I have a brick stud with insolation.

Yes you could, you would need a vapor barrier first because it's an exterior brick wall that will sweat, then you cound attach preferably pressure treated furring strips over that with masonry nails or screws then staple the insulation right to those. I see no need for an actual 2x4 stud wall