Hi welcome

click on one of the brush variants you want and drag out onto the empty workspace - it will create a new custom palette box with this brush in it - you can then drag the other brushes you need onto the box as well

you will find these custom palettes listed in menu window > custom palette, where there is also an organiser which lets you rename etc...

this applies to my painter IX.5 - AFAIK it is similar for later versions...