Ah Robin, we had a new double-glazed window installed last year in our sitting room, and the same problem occurred - a bit of a draught where the plastic frame didn't quite fit the brick wall. So my handy husband got some mastic with a gun type of thing and sealed it beautifully all round the edges, then smoothed it down with a damp cloth. Solved!
(However, mastic always stinks of vinegar for ages afterwards, and we had to have the window open for hours until it 'went off'!)