They're called flourishes. While they can be done in Photoshop I think, most of the tutorials point towards vector programs such as Illustrator or Inkscape. The easier method would be googling for free flourish brushes for photoshop.
Here's a tutorial for creating flourishes with the pen tool in photoshop.
i installed from this brush...
adobe photoshop cs6 is opened but nothing happend ....where is this brush in my CS6?
Open Brush Presets panel.
Click the little button at top-right of panel to get a menu where you should see the name of your newly installed set of brush presets in a list of names.
Click the set you want then proceed with the dialog that appears.
Now your new brush presets should be available in the Brush Presets panel.