All the brushes you create with Adobe Brush are stored in a Creative Cloud Library. This means you can access your brushes from the Libraries panel in in Illustrator and Photoshop (Windows > Libraries). Once you've located your brush, you simply select it and start drawing with it.
To access your brushes in Adobe Sketch, tap the brush icon and then select the My Library tab at the top of the popover. You can change your library by tapping ‘Change Library’.