Just a note that the brush UI in 4.5 has changed quite a bit from the Blender version this lesson was recorded with. The concepts and approach remain valid but I think it could be quite confusing to users who have never seen or played around with the old UI.
A couple of gotchas... the texture brush works with the texture AND your paint colour. It is briefly mentioned that ' colours are alright cos our brush is white' but it's super easy to miss this because it's not highlighted explicitly and there's nothing visual to reinforce the point and it's therefore super easy to find yourself without the results in the lesson and wondering why.
Also if your brush doesn't seem to be working do check your paint blend options - so for example, if your brush is set to lighten it might mean you can't seem to paint with a dark colour and there are plenty of other combinations where your selected colour is incompatible with the blend mode of your brush. The UI isn't the best here, it's quite hidden and easy to miss, plus you can easily inherit the wrong blend mode from a different brush/setting.
Finally, and I don't know if this is just my PC, but I found the results of painting in UV or texture paint mode could lag or just flat out not update in Texture paint without forcing the window to refresh. I found the easiest way was to use node wrangler to preview different textures and then switch back to the BDSF preview.