Depends on where near Birmingham they settled however there were RC/non conformist churches https://www.genuki.org.uk/big/eng/WAR/Birmingham/nonconform
Coventry, Hampton in Arden and finally Birmingham
Location of churches in Coventry area.
https://www.genuki.org.uk/big/eng/WAR/CoventrySelect "Nearby churches" tab + distance to see map showing locations of churches, colour-coded by denomination. Yellow icon for R.C. churches. Can select a denomination. Enlarge map. Click on a yellow icon for church name + perhaps foundation year. Click on name box for more info on GENUKI about the church. A congregation may have pre-dated foundation of a church in an area, especially R.C. and Non-Conformist.
St. Osberg's Church, Coventry founded 1843-5. (This was when the church of St. Osberg/Osburg was built. R.C. congregation in Coventry was almost a century older.)
A Catholic congregation was founded between 1757-1760. A priest from Baddesley visited monthly to hold a service. (Baddesley Clinton was owned by a Catholic family, Ferrars). Catholics in Coventry previously attended a chapel at Wappenbury, near Leamington Spa, (later St. Anne), which was operating in 1734 and probably before. Lord Clifford, Lord of the Manor of Wappenbury was R.C. as were many Warwickshire gentry.
Services were held in people's houses in Coventry, most often in Little Park Street, 1775-1806.
Land at Hill St. was bought as a site for a chapel (St. Lawrence & St. Mary) in 1806.
Rev. William Ullathorne arrived in Coventry 1841 and began a replacement church. Foundation stone laid 1841. Rev. Ullathorne launched a public appeal and began preaching for funds, concentrating on districts where Irish labourers congregated. The Church of The Most Holy Sacrament and St. Osburg was consecrated 1844. (Personal interest here. William Bernard Ullathorne may have been a relative of a member of my ancient English Catholic family. He became the first Catholic Bishop and later Archbishop of Birmingham.)
"A Centenary Memorial of Saint Osburg's, Coventry 1845-1945" by Sebastian Simpson
"The History of The Most Holy Sacrament and St. Osburg, Coventry" by Gary Byrne
"From Cabin Boy to Archbishop", autobiography of William Bernard Ullathorne