Hello. I Have two story house with attached garage that is part of the first floor. I want to replace garage door with brick wall, window and door. I live in brooklyn, NY. I'm planning to make garage into gym for my son, so I wanted to know if I have to get permit from Dep of building to do it, or I can do without it since I'm not planing to add any kitchen there and rent it.

Thank you

You will have to check with local building officials to be sure about whether you need a permit as it can vary widely from city to city.
GOOD LUCK, AC

Usually with an exterior alteration like this you would need a permit, like ac101 said, check with your local building department, better to know now than get shut down later.

When you change the purposed use from one thing to another a new permit is required. Lots of permits are required simply to let the assessor kmow that you made an improvement but others are required so you do not build substandard. The building department would likely require you to install abedroom grade egress window for safety.