There will be two main factors you're contending with.
One is heat... an 'island' bed surrounded by concrete will be hotter, especially at root level, than one surrounded by lawn or soil. Provided you water them enough, heat-lovers like peppers and eggplant might *appreciate* that situation; but expect poor performance from things that prefer their roots cool (e.g. peas) or their whole selves cool (e.g. lettuce or spinach).
The other factor is that unless you have a whole big lot o' bricks and can make your wall quite *thick*, you'll need some wood or something like that, forming a SOLID wall to the raised beds. Although of course you could put bricks outside of it for looks if you want. If you try to make a normal, thin, nonmortared, just-stacked-bricks retaining wall for a raised bed more than 4-6" high or so, the pressure of the soil wanting to slump outwards will just push it apart over time (and rather messily). Because of the heat issues involved I would suggest making the bed deeper rather than shallower; 12" would be about the minimum I'd try, personally, on a slab.
Good luck, have fun,
Pat