So, my brother talked about killing himself, he is 28 years old without a job and live with me and my parents. He talked about killing himself and idk if it was a joke or not. What should i do?

You need to talk to him about it as soon as possible, try to find out why he is having these thoughts and watch over him. If you leave him be he may feel ignored in these times and will end up hurting himself.
If you feel that it was a joke how about asking him about it? If it was a joke I'm sure he would tell you.

but if he is being serious i suggest taking drastic measures and firstly tell your parent or guardian if you are currently living with them.

Tell your parents to keep a watch on him, talk to him, tell him life will get better and he will get a job. Help him as much as possible and don't let him go anywhere dangerous or do anything stupid. I've tried to kys, I sucked a highlighter tip dry, and strangled myself until I fainted, twice. It's not fun. Please don't let him die.

There is a problem, He lives out in the shed. So we cant really do that. He leaves all the time with no one noticing.

i would suggest telling your parents (ik this seems bad) but its better to let them be cautious then him being alone. suggest a therapist, try talking to him

Well, don't mean to sound like an ass here, but it sounds like he has no friends or hobbies. You need to give him some sort of appreciation for life.

Sounds like he's in a situation he can't escape from alone. It would be wise for him to seek psychiatric help. When he has finally dealt with some of his mental problems, with some proper aid he might have enough strength to search for a job and move on his own.