You must save photoshop brushes first in a folder and put in location on pc where you can easily find it.

Open Adobe photoshop, Edit / Presets / EXPORT-Import presets, select your "saved" photoshop brushes and EXPORT to a new location on pc.

Open ArtRage 5, select Sticker Spray Presets, select IMPORT photoshop brush, then go to the location you saved the photoshop EXPORT brushes
select brush file, select OPEN, now in the ArtRage 5 Preset panel select All brushes and clik OK.

I did it, and it WORKED

I also gave this information to Matt-Fox Wilson, hopefully anyone that contacts support, they will let them know this information also, at least I told them to tell people with same issues I had.

Thanks to all that was trying to help.