Hello Evelyne and welcome to the ArtRage forums
Unfortunately it is one at a time!
I would also add that it’s just the brush head that AR will import, not the settings of the original brush.
So, you will have to do some work in the Spray Variation and Settings panes to get a usable brush.
Even then, because of the differences in functionality between Photoshop and AR, you may not be able to replicate exactly in AR how any given brush worked in PS.