Something doesn’t sound right. Please provide the link where you got the brush. If it was a Krita .bundle file, it should be easy to step you through it.
I looked at the textures, selected the one I wanted, downloaded it, then imported it to Krita. Krita accepted the .jpg as easily as it accepted the .bundle files I got from the official Krita website, it did not give me any type of error. Unlike the bundles, the single brush does not show up in my my folder.