Wow what a complete set! Where did you purchase it from?
I can help with what some of the brushes are and used for, Im sure other ladies here will have input and knowledge about them as well.
1-Fan Brush-Many uses such as loose powder, light blush or bronzer.
2, 3, 5- Blush, Bronzer & Highlight Brushes
7-Fan Brush- can be used to brush away fallout from below your eyes, or used for highligher
8-Brow Brush & Comb
9- Mascara brush, may also be used on brows
10, 13, 17, 32- Fine Line Brushes, used for eyeliner or lips
11-Sponge tip applicator, used for eyeshadows
12, 14, 16, 18, 19, 20, 23, 24, 26, 27, 28 - All eyeshadow brushes of different sizes. Some look a bit fluffier while others look slightly stiffer.
21- Sponge tip brush, used for smudging.
15, 22, 25, 29 - Flat edged eyeshadow brushes. Use along lash line.
31- Concealor brush
I think that covers all of them. Use whatever brushes you are comfortable using, for which ever product you want You dont have to follow any rules when it comes to makeup!
I hope that helps!