Dan has given a good answer. I just wanted to add that if you have three older brothers, you can call all of them "my older brother" (and if you have three younger brothers, you can call all of them "my younger brother").
For example, if I say, "My younger brother Steven plays guitar," that doesn't necessarily mean that Stephen is my ONLY younger brother. It just means he's my brother and he's younger than me.
In many cases, though, we would just say "my brother," regardless of how many brothers you have, or what their ages are. To be specific about which brother you mean, you can add a name ("my brother Stephen"). But as Dan says, if you really want to be specific about their ages, you'll need to say "oldest," "second oldest," and so on.