Nathan E. Fosse this is a known issue with the earlier release available on SSC. At some point, ColorBrewer switched to using the https:// protocol and the page redirect doesn't get handled by Stata. You can fix it by installing from the project repository:
Once I'm able to finish up the documentation for brewtheme I'll end up sending Kit Baum a version 1.0 release.
Code:
net inst brewscheme, from("http://wbuchanan.github.io/brewscheme")
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