This tutorial shows how to turn shape files into a Photoshop .abr brush file.
1. Open the images you want to have in the brush file in Photoshop.
3. Once you have done this for all the shapes you want included. Select your brush tool (b). In the menu that now appears, you want to look for the preset manager:
4. The preset manager will show all the brushes you currently have loaded. Select the ones you just made (click on the first one, hold down shift, click on the last one). The click "save set" and select where you want to save the file.
5. Finished! Now you can load that brush set whenever you want.
Learn how to load your brushes in Photoshop here.