unzip the downloaded file into the map "Brushes" which is in the program itself.
The program is probable located in Program Files on your C-drive.

Than open Paintshoppro an click on "File" which is on the top left.
Than click on "new" to make a new file with a transparent background
and 16.7 milion colors (24 bit)

Than click on your brushtool and click in the menu "tool options"
on the colored brush. It's standard on "normal" but you have to choose "custom"
Than a new menu appear with an image on the left.

Click on the image and you will see all the brushes which
are inside the brushmap at that moment.

Click on an image of your choice and click "ok"
Now when you click inside the transparent new file which
is still open, the image will appear in it.