http://columbiagreen.org/tour2003/garden9/Pages/5.shtml
http://columbiagreen.org/tour2003/garden12/Pages/4.shtml

The bricks need some attention in the second photo but you get the idea. I am concerned that water on the back of the little brick wall would cause too much absorption (because I'd have to use house brick instead of the pavers for the vertical rise with a paver course on top?) of water. I've seen a similar install in our area and I don't think the guy adequately planned for freeze-thaw and water drainage so it isn't holding up as well as it could.

Would I need to do a concrete footing for such a small wall? If so, would you just use a veneer brick on the vertical rise portion then the paver course on top? How deep would it need to go down to avoid freeze/thaw problems? I can do the brick part but the possible concrete part is intimidating.

As for construction technique, I'd go safe rather than sorry in your zone. I don't think you need concrete, but a trench at least 6 inches deep, with crush gravel (compacted) in the base and then sand, is probably wise. But in addition to a good base, you need drainage for a wall to hold up. Probably holes at the base of the wall, maybe some drainpipe... my imagination runs out right about there.