First make sure to go into an acocunt that allows priviledged access to sudo. In this case for me it's not my normal restricted user tin.pham account, but setup.admin,

su - setup.admin

And follow the install instructions at Homebrew.

Updating Homebrew may result in error if you do it in between Mac OS X updates,

brew update
Error: The /usr/local directory is not writable.
Even if this directory was writable when you installed Homebrew, other
software may change permissions on this directory. For example, upgrading
to OS X El Capitan has been known to do this. Some versions of the
"InstantOn" component of Airfoil or running Cocktail cleanup/optimizations
are known to do this as well.

You should probably change the ownership and permissions of /usr/local
back to your user account.
  sudo chown -R setup.admin:admin /usr/local/

In this in case using the chown is no longer possible with Mac OS X "High Sierra" 10.13.4 and you will receive the following error,

sudo chown -R setup.admin:admin /usr/local/
chown: /usr/local: Operation not permitted

Instead just uninstall,

...

Ignore the note about the folders to delete. I my example remotdesktop was generated by another program. No idea why Homebrew would  tell you to delete folder other program's create.