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marxianTJ

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You can just attach the other brigades as you get them by drag and dropping your mouse over them and hitting the merge button (I think the hotkey is G?). Now if you only have the singular brigade, you won't be able to assign a general to it, and it'll just sit there for the time being (although you can attach it to any OOB if you have one). You can assign a general once you get the second brigade attached. You can also deploy and attach them to already existing divisions or brigades using the little quick menu that comes up when you try to deploy the unit (so long as automatic deployment is turned off). That's the easiest method.
 

Kovax

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As long as it remains a single brigade, it will not be treated as a division. There are two ways to add another brigade, which will automatically convert it into a division. The first way is to deploy a freshly built brigade to the existing brigade from the deployment destination list. The second way is to put a second brigade or another division in the same province and "Reorganize" the two. You may need to use the "r" key, particularly if one of the "brigades" is a HQ, since the "Reorganize" button does not appear in some cases. Once it's got two brigades, it becomes a division and you can assign a General.