what is the folder to run so i can put my brush that i downloaded in that file so i can have this different custom brush and use it

You don't have to download brushes to a folder. You download then forever and load them through Photoshop.

Click on the Paintbrush tool, click the "Brush:" dropdown menu, then click the arrow on the right side of the dropdown menu. Lastly, click on "Load Brushes."

thx