" Worry" is a verb. "I worry about my brother". This suggests that you worry about him constantly.
"Worried" is the past/past participle of the verb. It can be used as an adjective in the same way as past participles such as bored, excited, embarrassed, interested and frightened can be used.
You can say "I'm worried about my brother". This is using "worried" as an adjective, describing how you feel at the moment.