Unzip the brushes to any folder. From the Brushes Palette in Photoshop, click the small arrow in the upper right corner of the palette, and choose load brushes, then navigate to the ABR file on your computer. The brushes will be added to the current brushes. If you put the ABR brush set files in the Adobe Photoshop\Presets\Brushes folder, they will appear on the brush palette menu and you won't have to browse for them.