Yes you can sort them afterward. You just move them like you would sort any other documents. You just have to make sure that you keep both files associated with the same brush together: one will have the regular name of the brush with the extension .pspbrush, and the matching file will start with BrushTip_ and ends in .pspscript (even if it is not a script). Both of those files are essential to be together for the brush tip to be usable in PSP.
Hope this helps.