Earlier quoted context omitted.
Small ones like this may be fine, but buildings (especially old ones) may have surprisingly small margin for extra wind load laterally. What seems like a cheap option could require an expensive structural analysis, or an even more expensive later repair.
Awnings used to be everywhere on brick buildings with no wind load problem. You can still see where awnings were meant to go on many old (early twentieth century) buildings. Air conditioning, not wind load, killed the awning. https://thecraftsmanblog.com/why-dont-we-use-awnings-anymore...
FWIW I have seen wind damage to a brick building, but with a shade sail, which while having a similar purpose is typically larger than a typical awning (although an awning on every window might approach the same load).