You say it's damp, but where is the damp at?
The floor wet, or is the bricks wet to touch?

Did you build the garage, or was it part of the house when built?

There could be DPC or DPM missing, therefore you could be fighting a loosing battle.
Ventilation is key to reducing the dampness inside.

There is different routes that you could take, i.e. sticking polysterene (spelling!) on the walls, then plyboarding over it. Sticking insulation above too. That is cheap to do.
Do this before heating, or else your just as well opening the garage door with the heater on!