Is it Halal that I live with my wife and my brother and my wife makes Hijab when my brother is at home.

Praise be to Allah, the Lord of the Worlds; and may His blessings and peace be upon our Prophet Muhammad and upon all his Family and Companions.

Your brother is alien to your wife. So, he should never stay in seclusion with her or look at her. al-Bukhari reported from Uqbata Ibn Amar that the Prophet (Sallallahu Alaihi wa Sallam) said: "Avoid visiting alien women. A man from among the Ansar (the Prophet's (Sallallahu Alaihi wa Sallam) companions of al-Medina) asked: 'O Allah's Messenger! What about husband's brothers or in-laws?' He (Sallallahu Alaihi wa Sallam) said: 'These are death" [Reported by Imams Bukhari and Muslim ].
So, if there is an independent room in your house for your brother and if he never stays in seclusion with her nor look at her and if she puts on Hijab in his presence, then there is no harm that he stays with you.
Allah knows best.