I wanted to make some brushes to share w/ visitors on my site. But I have no idea how!

I know how to make a brush, and how to define it. But how to I make it downloadable? How to I put it n a "set" and zip it?

Yes, you can zip it. In fact, you don't even have to zip them (if they're not sets, that is) , you can simply upload them.

I know I can zip t but I dunno how to do it.

I want to create brush sets, define them as brushes, zip them .... upload them ... but how?

So let's clarify, have you already saved your brushes in sets?