Hi Sheila! Brushes have been tricky with Grease Pencil. I’ll check the extras folder for the course files and if necessary, place the texture files and icons in there with notes on how to use them. In the mean time, here are the missing PNGs you can download, save and assign locally.
I am keeping an eye on Grease Pencil 3.0 as it develops. I am hoping its brush/icon system will be added to how sculpting brushes are stored.