This great set comes with every brush you will need for applying makeup.  

The set doesn't come with instructions, but in general, thin, angled brushes are for eyeliner, eyebrows. The rest you can use with common sense or experiment as to which works best for you.  

The angled brush is for eye liner and eyebrows
The small straight brush is for eye shadow
The larger straight brush is for either eye shadow or concealer
The angled extra large brush is for cheeks
The straight extra large brush is for foundation