I was only able to find this.
And as another user said in 2012 in the comments: "Um, what happens if a folder for custom brushes ISN'T created? In fact, I don't even have a folder named Paint.NET User Files. I tried making one, but opening the CustomBrushesMini in Paint just gives me an error and tries to close the program. Clearly I'm doing something wrong, but what? "
Thank you for your help and I apologize if this has been asked before but I was unable to find an answer in my searches.