Hey Deepanshugupta,
The problem with a number of the tutorial videos you’ll find out there is that they were using an older version of the engine, and that a number of elements have been renamed, moved or otherwise changed since then for more current versions of the engine. Unfortunately, that means sometimes you’ll have to dig around a bit for the answer you need.
As for your problem, under the “Place” Modes tab, which you are already on in your screenshot, you have “Geometry” as one of the available options. Any of the shapes you see that are in the Geometry section are BSP’s, they just aren’t labeled that way. I was confused about this same problem when I started out myself, actually.
There are three more important basic things you’ll probably also want to know that I’ll mention as long as I’m on this subject. One is that if you want to make these brushes negative, so that when you overlap them with a regular one it will make holes in the regular one and give you the shape you want, you’ll want to look over in the Details panel. Under Brush Settings you’ll see Brush Type. It will be on Additive. Change that to subtractive in order to achieve the effect I was talking about.
Another is that you’ll want to be able to customize these shapes a lot in some cases. For that, change the Mode from Place over to Geometry Editing. When you’re on that and you select a side of your shape, you can stretch that side out to just where you want it. By default you’ll have the Edit option selected on your left. Try selecting Extrude as well - and don’t worry about the “local Coordinate system only” message, you didn’t do anything wrong - then play with that: it’ll make the side stretch out into a new section of its own that’s part of the same BSP, which will make a difference in the shapes you get from the brush. Try playing with that a bit to see the difference and get an idea of how that can come in handy. In this case and with using your negative brushes, don’t forget to change your grid snap value or turn that off to get things right where you want them.
The final thing is that eventually as you’re designing you’ll want to have a number of your objects be more interactive in the game world. When you do, you’ll want to change the brushes into static meshes; many type of interactions depend on the objects being a static mesh, because you can’t script behavior for just a brush. To do that, in your Brush Settings in the Details panel, in the bottom-right you’ll see create static mesh. Select this ONLY when you’re happy with the shape of the brush, cause you can’t change it later without causing the Materials you apply to make it look good to become stretched out and unattractive. Once you have selected this and saved it somewhere, while it’s in the world and selected go over to the Details panel again and look at the Static Mesh section. You’ll see an image for the object. Double-click that, and it will take you into the section of the engine for customizing static meshes. While there is plenty more you’ll want to learn to do there in time, for now go up to the tabs beside File, Edit and so on and select Collision, then select one of the Simplified Collisions; generally, the Box Simplified Collision is best. It should automatically encompass the shape of your object. Save in the top-left, and quit that window. Presto: you n ow have an object you can reference and script behavior for.
As I mentioned there’s much more you’ll want to learn how to do eventually, but for now check these things out. I understand what it’s like trying to learn the engine, so hope this helped. Take care.