Season 4 episode 19 I guess, the winchester brothers found out they had a brother Alan was he really their brother

I don't know if you've seen the episode but... maybe spoiler if you haven't seen it but... yes. His name was Adam. They shared the same father. But it turned out a ghoul went after Adam and his mother and the brother's found that out later. Adam was already deceased. The brother and mother you see in the episodes are ghouls.

Yes adam was really their brother, half-brother at least, their dad slept with adams mum on a hunt.
But some ghouls wanted revenge on John and killed Adam and his mum. So although Adam was really Sam and Deans brother the Adam you see in the episode is a ghoul.