darlene06, your brushes normally go inside the presets folder, which contains a folder called brushes.
You can place them inside the folder, or place them in a different location you designate. Confused?
Quite often
PS users 'collect' so many brushes they find it difficult to keep track of them and all those listings on the Preset Manager get to be too many to handle in a single location. In that case you can create a new folder that contains your extensive 'library', and you can access that file like the other, browse to the appropriate area on your computer and select the one you want.
This is probably clear as mud, if you are still uncertain, maybe someone else can explain it better.