Generally speaking, No, termites do not eat concrete.
Termites cannot derive any nutrition from concrete, so the only reason they may attempt to tunnel their way through concrete it is in order to get to lumber that may lay behind it.
Most concrete is hard enough that termites cannot chew through it. However, older degraded concrete is occasionally weak enough for termites to make their way through. The same has been known to be true with lime mortar which is common with brickwork. Termites have been known to make their way through the lime mortar between brickwork to get to the wood behind them.
Typically termites will not attempt to burrow their way through concrete without first finding a hole large enough for them to fit through. This does not really have to be very big. A hole just a bit larger than the termite's head is enough for them to enter and begin tunneling, however, they prefer holes twice this size to allow for two-way traffic: in and out. Still termites are tiny so a hole the width of two termite heads is not very big and easy for termites to work their way through if the concrete or mortar mix is weakened enough for their jaws to chew into.
Can Termites Eat Through Stucco?
Generally, termites can also get through stucco for the same reasons that they can get through concrete—it only takes a tiny crack or hole for termites to find their way through the stucco to the lumber that may lay behind the stucco. However, termites won't eat stucco for nutrition because stucco is not a cellulose material like wood, paper, mulch, etc.
Can Termites Eat Through Grout?
Again, termites can also get through grout when grout has tiny cracks or holes. You might find termites working their way through grout, like in this video above, when they're trying to find their way into a house that may have lumber. But, again, termites don't eat grout for nutrition because grout doesn't contain cellulose.
Can Termites Eat Through Brick?
Do you think termites can find their way through bricks? Yes?
You're right. Same deal here as grout, concrete, and stucco. Bricks can crack over time and when they do, termites can find their way through the cracks or holes.
What Kind of Termites go Through Concrete, Stucco, Grout, or Bricks?
Usually, it's subterranean termites that make their way from below the ground (sub-terranean) up the foundation to the concrete, stucco, bricks, grout, etc. Theoretically, it's possibly for drywood termites to find their way through concrete, stucco, grout, or bricks as well, but more likely than not, if you find termites have found their way through such places, they're subterranean termites.