The Brush Style Palette is a floating dialog that can be positioned anywhere on the screen. It provides the ability to change the settings for the current brush i.e. its size and shape.
To show or hide the Brush Style Palette, click View->Toolbars->Brush Style Palette or press the Brush Style button 
.
There are two brush types round and square, use the drop down list to change between them.
To adjust the size of the Brush either move the Slider, type in a new value into the edit box or use the up down controls.
The current brush size and shape will be shown in the window at the top left of the Brush Style Palette.