Adobe Photoshop brushes (.abr) files can be prepared from pretty much any decent raster/bitmap source and .wdp files (Windows Media HD Photo pictures) should be no exception in this. You just have to import your image on white background and use the Edit ► Define Brush Preset function to save the new brush.
Just keep in mind that not every picture is suitable to be used as brush, for example Photos makes poor brushes unless you want to for specific reason.