Importing JBR brushes into Upper versions of Paint Shop Pro is easy.
You just have to know where to do it.
Here is an example of some jbr brushes I have from Ivy.
Each of these are individual brushes. Some jbr brushes can be multiples.

First step is to go to File>Import>Custom Brushes

Next is to edit the path where your brush is to go. We want to be sure we know where it is going to end up.
A good place to put them to start is in your Brushes Folder in your PSP files in your My Documents folder.

Once you are sure of where it will end up, navigate to the brush and add it in the left side of the dialog box.

Then click add and it will pop to the right side of the dialog box. Hit okay, and your brush should be added.

To verify that your brush was added, go to where you told your new brush to go and check.
Mine is there. And in the format used by the upper versions.