thread mix sharp sand with dry cement, lay the bricks on that, level them up, then sprinkle with water
(or just let it rain) and the cement will eventually go off and hold the bricks in place. This is standard proceedure for laying brick paving.

To Alistair's point, he's right, but you're unlikely to load them up that heavily (unless you're edging a drive). You could dig a deeper and wider trench, and put some larger aggregate/hardcore in there to form a solid base.

I wouldn't mortar between the bricks myself, as any movement will be a greater problem. You seldom see bricks laid with mortar between them, even on a proper road surface, they just tend to put the drymix in between the bricks.
permalink ta, it's just to edge the lawn to make mowing easier
it's on the Easter DIY list
permalink In whihc case,
mortaring between them may be a good idea, to prevent the grass growing between them.
Again, you could do this with drymix, rather than worrying about proper mortar, but it depends whether you are going to dig them into the ground so they're flush, or whether they're going to stick up like a little wall. If the latter, it'd be worth mortaring, I expect.

I should point out that I'm useless at this sort of thing, I just draw it.
permalink no, flush, that's the ticket
I'm just going to buy some bricks and see what happens.