Download the brush file, usually in .ABR format
Open Photoshop
Select the Brush tool
Open the Brush panel or Brush Settings
Click the menu icon in the panel
Choose Import Brushes or Load Brushes
Select the .ABR file
Click Load or Open
Find the new brushes in the brush list
Drag and drop the .ABR file into Photoshop to import it
Use the Brushes panel to organize or select the new brush set