First method:
You can simply drag and drop the brushes into Photoshop or double click the brush file and it should open up in Photoshop, from there you can open up the brush menu and voila! It should appear and you can play with them.

Second Method:
Drag the abr file into your Computer/HardDrive/Adobe/Photoshop/Presets/Brushes folder and it will show up on the brush list so you can open/reopen whenever you use Photoshop.

Credits:
keepwaiting.deviantart.com
dirt2.com
