I’ve downloaded a sculpting brushes pack, it has a .blend file, a Texture folder and a Icon folder.
I’ve unzipped the pack into a folder and added the path to the File Paths section of Preferences. If I select the folder within the Assets menu it’s empty.
I’ve tried Appending the pack but when I select “Mark as Asset” the brushes have no icons and they don’t work properly.
Edit: they work if you manually fix the Preview Image. Isn’t there really a better way, 4.x had no such problem.
Usually, the seller provides the installation method. 
I don’t know if the link will help.
And depending on the version of the blender you use, the function may or may not be provided.
I don’t remember which version the sculpting brush management method changed.
However, the version of blender 4.3 and later is the same as the video.
It might be better to check for updates or contact the seller.
Add…
It works without any issues for me. (blender 4.5, blender 5.2)
Please test it using the demo file from the attached link.
