Nowhere unless you save it. Save file with .abr extension anywhere you want or save in offered default location and remember path.
»Where is the abr file stored?«
Unsaved custom brushes get stored in Users/[user name]/Library/Preferences/Adobe Photoshop [version] Settings/Brushes.psp, but that is academic in this context.
As @Bojan Živković already stated you need to save the abr-file, the default location would be Users/[user name]/Library/Application Support/Adobe/Adobe Photoshop [version]/Presets/Brushes but you can save to another location.
(The locations refer to Macintosh, you can look them up for Windows if you need to.)
I cannot find the option to save with abr extension. I first created the logo as a psd file, then clicked on Edit/Define Brush Preset. This process does not allow for location to be specified. Nor does it offer various extensions. I closed PS, then re-opened and the brush is available but a search does not find this brush anywhere. In a past version, I was able to create the brush, then saved it under Program Files/Adobe/Adobe Photoshop/Presets/Brushes. I then copied the abr file to the similar location in PS Elements. I could also copy the abr file to both PS and PS Elements on my laptop. And the same was possible with other brushes that I downloaded.
Select the Brush in the Brushes Panel and »Export Selected Brushes« from the Panel’s fly-out-menu (top right).
Select the brush(es). Click on the drop down menu at the top right of the brushes panel and use "Export Selected brushes". You can export them to whatever location you choose
Thanks! That's exactly what I was looking for
Preset management for several presets received an overhaul a while back, like the Patt