for some reason when i watched the videos from Zbrush classrooms online, i came across a slight problem on the making of a screw for an insert brush. while they were creating a screw, they had to insert a cylinder as a brush and i don’t have that brush in my options. then later on i tried creating a insert brush from other videos and they all used a previous insert brush to make a new one. i don’t even have one to start out with. can someone please tell me what’s wrong because i am new at this and all i know is some of the basics 
What version of ZBrush are you using? The version number will be in the top, left corner of the UI.
If your using the ZBrush Trial, which I believe is ZBrush 4.0, then that feature was not available yet.