Select the Brush tool and click on the brush picker dropdown from the Options bar.
In the brush picker window, look on the right side for a small double-arrow, click that for a flyout menu.
From the flyout menu, select Load Brushes.
From the "Load" window that pops up, navigate to the folder where you unzipped the brush files.
Find the brush (.abr file) you put there, click on it, then click the Load button.
That should load the new brush into your brush picker. It will show up at the very bottom - it will be the last brush.
To use the brush:
Create a new layer
Select the brush tool (also works with many other tools like eraser, clone, healing, burn/dodge, etc.) Choose the brush shape you wish to use.
Set your foreground color.
Position the cursor (now the shape of the brush) and click to "stamp" the shape or click+drag to make a stroke with the shape.
You can make your brush larger or smaller with the [ ] keys.
You can make your brush softer or harder by using Shift+ [ or ] (if the brush has hardness control) Hold down the Alt/Option key to activate the eyedropper and select a color, while still using the brush tool.
To paint in a straight line, click on your start point, hold the shift key, then click on your end point.
Try adjusting the opacity or blending modes of your brush layer to create unique backgrounds or watermarks for your layout.