The first thing to do is determine what is between the exterior brick wall and the interior plaster wall. There will be either a second brick wall or a hollow stud wall. One way of finding out is to remove the faceplate from the electrical box on the exterior of the house. If you look to the side of the opening, you should be able to see if there is a hollow space or not. If there is a hollow stud wall, you can add fiberglass insulation. If you add the insulation, you will have to hire a contractor who will drill holes in various parts of the wall and add the insulation with a hose. The holes, of course, will have to be filled and the wall repaired. If there is a second brick wall or if you discover the hollow stud wall already has insulation, there is not much you can do from the exterior. What you can do is install rigid foam paneling to the plaster walls inside and install some drywall over that. This will not prevent all the heat loss, but it will certainly help.