No it will not brick your phone. If your phone's bootloader is locked, it will simply not let you flash a custom recovery. If its unlocked, then it'll flash the custom recovery.
Ensure that update CM recovery in developer options is disabled (to enable the menu, tap build # 10 times in about phone and then go back into developer options)
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| Scrolling Mods for Various OPO Roms
: Mahdi | Franco Kernel
Older devices: Nexus 5, Nexus 4, Galaxy Nexus, TF101, Nexus S, Samsung Vibrant, G1