New brushes have to be added to PS.  You can put the new brush files (.abr) in any folder (I put mine in C:/Photoshop/Brushes/; which is NOT where I have photoshop installed, its just an easy folder for me to find) or you can put them in the photoshop folder, whichever you prefer.  Photoshop doesn't load them all, it loads a default set.

Select the brush tool, then go to the brush control panel and select Load Brushes in the upper right.  Load the brushes you want from whatever folder you put the new brushes in.  This will add the brushes to the end of the current set of brushes.

You can make your own sets of brushes so you can load just a certain kinds.  For example I've got about six different kinds of cloud brushes all loaded and saved as a Cloud set.  I can switch to just that set when I want to make clouds, makes them easier to find when you have a few hundred sets of brushes.

Or you can add ALL your brushes to the default set and photoshop will load them all when you start photoshop, but I don't recommend that.