Anyone know the right size screws you use to attach these? I need to put a couple on concrete/brick walls and a couple on wood.

The box uses 6-32 screws to attach the cover or device to the mounting standoffs. For mounting to the finished wall surface, use the appropriate type of anchor or fastener for the type of material. A #8 screw up to a ¼” will be sufficient, depending on the wall material.