Thin brick and thin stone can be applied with the same materials - sheathing, metal lath, scratch coat, thin set and grout. In this system, I would recommend adding a weeping system to help water move through the system. These systems are generic but have stood the test of time in most applications.
However, there is nothing in this system that is 'waterproof'. Using a system of cement board, liquid applied water proofing membrane, latex modified thin set and grout will give you the warranty you need. Laticrete MVIS is such a system.
For thin brick and certain thin stones, you can employ a metal support system like Tabs II, Thin Tech, etc. These are directly applied to the substrate, include a rain screen and eliminated the need for thin set.
You question is valid, but there is not a single answer. The answer is to work with a thin masonry expert and recommend the best system for your application - not a popular answer, but the real answer.