~A normal stainless-steel screw will not securely stay fixed in plasterboard or brickwork without a wall plug and attempting to do so will damage the wall or plaster.
~They expand under the pressure of the advancing screw to securely grip the sides of the hole you have drilled.
~ A wall plug (commonly called a rawl plug) is used to ensure screws driven into masonry walls provide a secure fixing. Without them, screws would not grip into masonry and would not provide adequate compressive force to ensure a secure, permanent fixing.