Here you will find a tutorial on how to add brushes in Photoshop. I have used Photoshop CS2.
Adding brushes is truly really easy. Just follow the steps.

1. Go to the "Palette Dock" looking like the image below.

2. Click the part where it says brushes and you will see a little arrow beside where it says "Brush".

3. Click the little arrow and you will get alot of choices below. Choose Load Brushes and a new window will pop-up.
In this window, find your file with the brushes you want to add, a .abr file.

4. Now click the file, and after that, Load. Or just double-click the file.

The brushes should now be added and ready for use.