Based on the level of respect or formality, you can say "This is my brother" in Korean in 3 ways:

Man's elder brother

• Informal: nae hyeong-iya (내 형이야)
• Formal: jae hyeong-iyeyo (제 형이예요), jae hyeong-ipnida (제 형입니다)
• Very Formal: jeo-eui hyeongnim-isipnida (저의 형님이십니다)

Lady's elder brother

• Informal: nae opbba-ya (내 오빠야)
• Formal: jae opbba-yeyo (제 오빠예요), jae opbba-pnida (제 오빠 입니다)
• Very Formal: jeo-eui orabeoni-sipnida (저의 오라버니이십니다)

Man's and Lady's younger brother

• Informal: nae dongsaeng-iya (내 동생이야)
• Formal: jae dongsaeng-iyeyo (내 동생이예요), jae dongsaeng-ipnida (제 동생입니다)
• Very Formal: jeo-eui dongsaeng-ipnida (저의 동생입니다)

- this is (introducing someone): ida (이다)
- my: na-eui (나의), jeo-eui (저의), nae (내), je (제)
- man's elder brother : hyeong (형), hyeongnim (형님)
- lady's elder brother : opbba (오빠), orabeoni (오라버니)
- younger brother: dongsaeng (동생)

Please refer to How to pronounce Korean Alphabet for the English pronunciation in this answer.