I think you have read on this forum about using brushes and making brushes, but those are for use in graphic creation programs like Paint Shop Pro, Photoshop, RealDraw, etc. You don't have brushes in Max. If I misunderstood what you were asking, I apologize!
You can try going in under the Help Menu button and typing in brushes in the search part to find out if you can add brushes. If you can, the instructions should be there. I don't think so, but I have not used it.