Hello,
I cant find the built in brushes categories as described in the documentation (https://docs.krita.org/en/reference_manual/krita_4_preset_bundle.html) :

watercolor, Dry Painting, Chalk, Pastel and Charcoal, Wet painting, and so on.

The only available brush set I see are: All, Digital, Erasers, Textures, Sketct, Pixel art.

Can anyone explain how brush presets categories work ?

The categories on the listing are different from default tags in the program. Just find the brush by the name or by the icon. They should also have the same letter at the beginning: like a), b), c) etc., which is a way to keep them appear in the specific order on the list.