How do I add a brush from Photoshop to an Adobe library?

CC Libraries can't do regular .abr brushes at the moment. Depending on why you want them in a library, you could export them and either store them in a cloud drive (Dropbox, Box, OneDrive) or a shared folder.

Weirdly enough, you can have brushes in a CC Library that you can use in Photoshop, if you create them with Adobe Capture on a mobile device. What you can't do with those is download them, but you can use them anytime you like inside Photoshop or Fresco. (Capture also does vector brushes for Illustrator.)