AB, MB and SK would let you sponsor your brother under PNP if you both meet some other requirements, some of which are that you have to have lived in that province for a certain amount of time before you can apply. In ON, the PNP does not have a family stream component.
Like rjesome says, if you want to sponsor him under the federal system, you can have no relative who is in Canada, you can not be married and you can have no other relatives alive that you could possible sponsor, parents, grandparents etc.
