Typically the house is framed in wood. The outside is sheathed in plywood, insulation/wrap, and then siding. The inside is covered in sheetrock. There is generally fiberglass insulation inbetween. That makes each wall roughly 5-6" thick (15cm). Sometimes the outside of the house is lined with brick but that is mostly cosmetic.
Most homes are built on top of cinderblock basements, but some areas have a simple slab or a crawl space depending on ground water table height.
It has a lot of advantages over all brick construction. The spaces between the studs make running piping and electrical trivial. Sheetrock is easy to repair and install compared to plaster. The wooden frame is renewable.
A lot of commercial work is done in a similar fashion but with aluminum studs instead of wood, I think it is a fire safety thing.
I also believe wooden frame homes are safer in earthquakes, but truthfully the reason for their use is low cost.