If you want Brax, there are generally two places to go: the Benny Series (in which he’s a primary character from series 2 to series 11 of the audios, and almost all the books), or Gallifrey (where he doesn’t appear as much, but is an primary characters in the stories the appears in; saying more would be spoilery!)
There are also his appearances at Virgin, as @ProfessorSummerfield mentioned!
For Benny, outside of BF there’s the VNAs if you want her origins as a companion and her own series of New Adventures (which also feature Brax).
At Big Finish, her original series (all 11 series of audios intertwined with books); and a series of boxsets (Epoch through to Missing Persons) which follow in in some respects from the original series). I recommend @ivqks159 ’s guide if you’re interested in that:
And then there are the New Adventures, which I also recommend as an entry point! Don’t get me wrong, I adore her original Big Finish series to bits but it can seem super intimidating at first (and there is a Lot to get through). The New Adventures boxsets are a lot more approachable.
I especially recommend the series with David Warner’s Unbound Doctor: that’s Volume 3: The Unbound Universe onwards.
Just realised I’ve written a wall of text 
Benny and Brax are both very dear characters to me so I’m always happy to see more people interested in them!