My external keyboard doesn't have the brightness key but it comes with an fn button. I tried a bunch of key combination with the fn key + the f keys and I found out how to raise the volume up and down (fn+f11 or f12) but not brightness.
I know that the easiest way is to use the laptop's keyboard but mine is a Lenovo yoga 720, so when it folds, you no longer have access to its keyboard so that's why I would really like that functionality with an external keyboard if possible.