If you have all the brush files in one exact folder, you can select them all when you go to the brush tool change. The brush on the top bar goes on the little stripe. You will click load new brush and make a box and select all the brush files. Afterwards you can then add them to your file.
I agree with all the answers above, but you then need to run a search and typ in .bts. This should show all the files of those specfiic files. Afterwards you will need to make a box, dragging them into a new folder.