The hosts file is not something inside an application (such as Brave Browser).
Location in Windows OS folder structure:
C:\Windows\System32\drivers\etc\hosts
Location in MacOS folder structure:
/etc/hosts
Location in Android folder structure:
/system/hosts
BUT to edit that hosts file on an Android device, you would have to study up on the how to, because normally, users do not have access. Gaining root access.