What to do or how to feel if my parents want a divorce but say that it is my and my brother's fault also?
Your immediate overwhelming emotional reaction should be that your parents are completely wrong.
However, you should consider that you may have misunderstood what they said, and that they do not really think their children are in any way responsible for their problems, and they are suffering such intense agony that they are irrationally lashing out at everyone within reach.
Consider this: is there anybody that they are not blaming right now?
If you can, you should feel that everyone is emotionally upset beyond reason and nothing makes sense to anybody right now. After some time passes, your parents will calm down and begin to apologize to everyone around them.
In any case, their divorce is not your fault, and don't ever let anyone tell you that it is.