cleaning after ripping down lather and plaster and 100 year old red brick
Well, there's a lot of work you could've/should've done to contain the dust but it sounds like it's too late for that.
Before you vacuum, bear in mind that vacuuming can blow dust into the air... Really, maybe don't vacuum if you can avoid it. If you must, I'd suggest minimizing dust blowing through by relacing the filter with a HEPA filter, putting in a hepa dust collecting bag, and duct tape all the joints. This is a poor man's way of trying to get close to the performance of a HEPA vacuum that's intended for cleanup of lead renovation work.
For cleaning, use swiffer wet pads and change frequently.
Get your heating ducts professionally cleaned.
New furnace filter
Wet cleaning with water, such as mopping, adding cascade can helpwith the lead particles being clumped and made larger so it helps to remove them, but you also need to follow that with a wipe with plain water before it dries or it can leave a film.
Look into EPA RRP classes or course material for advice on cleaning up this sort of work.
Please do NOT consider any "before" picture of my house as any kind of endorsement of any particular construction method. In fact, you should probably assume that if I post a "before" picture, I am posting it because I am soliciting advice on a proper replacement for one of MANY things done wrong by a previous owner.