Besides the install problem I have one more thing. I did brush myself, they were loaded in the window. But on the next start they were gone. not saved. Why are not they saved?

Hi. I've found this report: https://bugs.kde.org/show_bug.cgi?id=390159
If that's what you mean I'd try to:

1. go to: user\Appdata\Roaming\krita\ or %APPDATA%\Roaming\krita\ (for different OS see: https://docs.krita.org/KritaFAQ#My_resource_disappeared_with_installing_3.0.21_Did_Krita_delete_them.3F)
2. open the file "kis_paintoppresets.blacklist" in a text editor
3. delete the lines with your custom brushes and save
4. and restart Krita

How can I open this blacklist? I've already tried it with the Windows editor, but found only an empty field.

Any text editor like Notepad can open the file.

I think you should still be able to see your custom brush (*.kpp file) within the folder indicated below.
If not and if the "kis_paintoppresets.blacklist" file is empty, then Krita too won't be able to find it.

user\Appdata\Roaming\krita\paintoppresets or %APPDATA%\Roaming\krita\paintoppresets