Ummm....I remember. Its like ##brush## or something when you try to make a template and tell blender. (If installed look here. No. Really look.) SO. I tried it as described and yes it will append the brush from the file but without texture and material and settings. Just the brush in the asset and the thumbnail. So I sorted the rest out. Just. If anyone tries this as described. You're not crazy. Its just Blender being, crazy.
Actually, since the DRAW course was recorded, Blender shifted the brushes to the Asset tool shelf.. That's why saving brushes is a bit different than described.