Do new brick houses have steel or wood frames?

Unless it is a commercial building a normal house would not have a steel frame. It would have wood.

If you were to look at your wall, what you initially see is 'drywall' when that is pulled off you will see insulation, when that is pulled out you will see wires (electrical do NOT touch unless the electricity in the whole house is off. If you do not know about electricity don't even attempt this!!)

you will then see wood framing, that will be screwed to the brick or somehow otherwise attached.

Please do not attempt to rip down walls without consulting a professional. You need certain permits to remove certain walls, or the house structure will be compromised. Get a contractor or a carpenter in your house to access if the wall can be removed!