Yup, don't worry about putting a small hole in a lintel, it won't cause any issues. If it's steel, then pre-drill with drill and then fire a woodscrew in, or use a self tapper like Macca suggested. Or as someone else said, going in through the sides is a much better way of fixing the brackets in a recess as the screws wont be able to pull out, even if you're just able to fix into plasterboard. I always try to side fix where possible.
As in the sides of the window recess, rather than the traditional approach of going in the top of the recess?