Your brother will need to contact Social Security (the administrative arm for Medicare) to notify them his relocation (e.g., his new home address and the date of his relocation). Under Medicare he is then entitled to a special election period to change his Medicare insurance coverage(s). It begins the month of his new move and ends 2 months after the move.
Medicare Advantage plans and stand-alone drug plans are all regionalized so will differ by State and by region within a State. Medicare supplement/medigap plans are defined by Medicare so do not change by region — however, not all regions cover all medigap plans and the premiums by plan will differ by insurance company, by region and by age.
He should take time to review the options available to him in his new area so that he can select coverage that will best fit his specific health/drug/financial needs. Also, he will want to make sure he doesn’t have a break in his Medicare insurance coverage as a result of his relocation to a new area.