All Brushes have the extension ending in .abr
Place the *.abr files into your photoshop brushes folder usually is in:
Program Files\Adobe\Adobe Photoshop X\Presets\Brushes where X is the version number for your version of Photoshop.
Brushes created in Photoshop 7 or later will not work in earlier versions of Photoshop. Any Photoshop brushes should work in Photoshop 7 and later.
If you have difficulties to copy the files into the photoshop brushes folder you can load them from the Brushes Palette in Photoshop, click the small arrow in the upper right corner of the palette, and choose load brushes. The brushes will be added to the current brushes.