Here’s a brief summary of how to install brushes and tool presets:

ABR - Photoshop Brushes
To install:

1. Go to Edit > Preset > Preset Manager… then select the Brushes preset type. 
2. Click Load… then locate the file ending in .ABR, and click open. 
3. Your brushes will be available to use with the Brush Tool in the Brushes Panel (Window > Brush) 

AI - Illustrator Brushes
To install:

1. Go to Window > Brush Libraries > Other Library 
2. Locate the Illustrator brush file ending in .ai, then click open. 
3. Your brushes will show up as a separate Brush Panel.  
4. Alternately, you can open the .AI file as a normal Illustrator file. The file might look blank, but the brushes will appear in your Brushes Panel (Window > Brushes.)   

TPL - Photoshop Tool Presets
To install:

1. With your Tool Presets Panel open (Window > Tool Presets) click the small menu button in the top right corner. Select "Load Tool Presets..." 
2. Locate the .TPL file in your files, and click open. Your new Tool Presets will appear in your Tool Presets panel.
3. Most of our tool presets are used with brushes, so you’ll be able to select a tool preset and use it with the Brush Tool. 

To learn about installing Procreate brushes, check out this article.