The most common cause is not actually the brakes but the CV joints when the brakes are applied. Applying the brakes puts pressure on these joints and they can click.
Your brakes are probably clicking because they were installed the wrong way. It sould also be a bad piston in your caliper that is not pushing the brakes all the way up against the rotor.
They could be clicking because of numerous reasons. They may not have put the brake retainers in and your caliper is sticking and they are rattling back and forth. It could also be that they did them incorrectly.