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Create a new document white background between 1000 x 1000 pixels or 1500 x 1500 if the brushes are small brusshes then it doesnt need to be that high. But if they are high resolution brushes then you want to paint with them so they are still sharp at the largest size you can if that makes sense.

anyway so in your new document paint in black using the brushes you want to combine so you have a scene. Crop out any excess white so your new scene takes up most of the document.

Then go to edit > define Brush preset then that will save your current image as a brush in your brush panel it will be the very last 1.