Never tried to cook one frozen before. Normally, leaving it in the sink overnight is all it takes to thaw it out. You can speed up the process and do it in 4 or 5 hrs if you run luke-warm water over it.
I'd think the only real danger is it getting too strong of a smoke flavor for some folks. Maybe wrap it in foil or butcher paper for the first few hrs until it thaws and then unwrap and apply your rub?
Just curious about how this situation came up that you have to cook this brisket so soon without time to thaw it first?
Either way, let us know how it turns out.