Which console did you find this on?

It's actually okay if you don't find the red bricks at first- most of them are hidden in levels. A couple are in plain sight, but others require you to repeat that level in Justice League mode or Free Play.

For example-

Remember that plane in the first level? You have to come back in Free Play with a character that can destroy metal, such as Power Suit Batman, LexCorp Heavy, LexBot, or Green Lantern. Of course, Green Lantern is in the Justice League, so you can get the Red Brick that way too. Destroy all of the tables- some wood, others metal, and all of the chairs, and the plane's cockpit will open, revealing the Red Brick. (I forget which one it is... 4x Stud Multiplier, I believe. Correct me if I'm wrong.)

The game doesn't actually show where the red bricks are unless you find them. They are possible to see if you get a Red Brick that shows the location of other Red Bricks.