Drill these holes initially using a 6mm diameter masonry drill bit. Some steel lintels are perforated and covered with plaster. If your masonry drill goes through simply place a rawlplug into the hole and fix the bracket.
You will probably find that the masonry drillbit penetrates a few millimetres and will go no further. Drill through the lintel with a 3.5mm high speed steel drill bit. Attach the bracket by self tapping using the screws supplied.