HelloThe textures are missing, I can only find one called Brush_shape that is not even a texture but it's located in the texture fold
I'm unable to reproduce the error. "Brush_shape" 🤔.... I can't remember why I would have involved brush textures in this shading course. Can you post a screenshot of the error you're experiencing?
pastoral the textures are not in the Textures folder, but 'packed' in the .blend files.
For instance here is the .....cycles_start_packed.blend. look in the Image Texture Node dropdown:
Or the same in a more modern Blender: