Choose a location for the brush library, enter a file
name, and click Save.
You can save the library anywhere. However, if you place
the library file in the Presets/Brushes folder in the default preset
location, the library name will appear at the bottom of the Brush
Preset picker menu and Brushes palette menu after you restart Photoshop.
You
can also use the Preset Manager to rename, delete, and save libraries
of preset brushes. For more information, see Work with the Preset Manager.