I haven;t tried downloading brushes yet but I assume it's the same as when you download textures. In your SAI folder there should be an application called 'start-sai' it has a green icon with white/grey arrow shape. click that button to open SAI instead of opening it how you usually would. When SAI loads up the new brushes should be there.
Another thing to try, next to the button where you pick the pen brushes (the one's that's default is "(simple circle)", there's a scale (like when you choose the pen size) try moving it up to be on full, I downloaded some brush packs earlier and they wouldn't work unless the scale was up. I'm so bad at explaining things but I hope you understand that?
And you're welcome
Another thing to try, next to the button where you pick the pen brushes (the one's that's default is "(simple circle)", there's a scale (like when you choose the pen size) try moving it up to be on full, I downloaded some brush packs earlier and they wouldn't work unless the scale was up.
I'm so bad at explaining things but I hope you understand that?
It's really awesome