I was trying to play with brushes, but somehow they won't let me

Empty project, I set line properties and select a new brush. Then I try different tools : add point, arrow, circle and retangle, but all draw in regular line type (not brushed), not even on preview. Am I missing something?
BTW, I tried to create a new brush, but I'm unsure of properties of the PNG. LM, could you give a little insigth of brush PNG innings?

Thanks!
W.