My brother lost his phone and I need to find it on my phone , how ?

just open the Find My app on your phone.. select 'Me' at the bottom and scroll all the way down. there should be a link that says 'Help a Friend'. follow that

He would have had to share his location with you.

Find friends and share your location with Find My - Apple Support

If your iPhone, iPad, or iPod touch is lost or stolen - Apple Support

My response is in the past tense. The sharing would have had to have been done previously.

his brother's phone is lost.. so I doubt he could share the location