In Photoshop there is the option to go Edit -> Create new brush preset. Or something along those lines. How do I do this in Krita? I made a brush on a new document. I want to create a brush tip out of it.

I take it you're talking about saving an image as a brush tip, not creating a brush preset. Simply select Save As or Export, and then PNG or GBR or GIH as the file format, and place the resulting file in the right location. See https://docs.krita.org/en/KritaFAQ.html ... ces-stored

This is a large subject area:

https://docs.krita.org/en/user_manual/l ... ushes.html

https://docs.krita.org/en/reference_man ... ht=brushes

etc.