Finishing an exterior door

[Kolfinna]

Hi everyone,

I'm new to home improvement and was wondering how to adequately finish an exterior door we installed over the weekend.

The door came with brickmould, but it looks like I need to do something else to connect the jamb to the brickmould. Plus, I managed to not caulk successfully under the door and don't want to have to take it out to add the caulk.

Any recommendations?

Thanks!