I have left the Unique Brand Strategy from the beginning, and If I choose the Brands item in the Corp overview, I don't have a single brand. Also, brand value of all my stuff is always 0. How can I establish brand identities? Thought it's done automatically by advertising the products.

A direct copy from Cap Plus manual...

Your corporation can select one of three brand strategies in Capitalism Plus:
• Corporate Brand. A corporation uses a single umbrella brand for all its products.
• Range Brand. A single brand covers a range of products within the same product class.
• Unique Brand. Each product has a unique brand.
We strongly recommend that you decide the brand strategy of your corporation at the beginning of the game. Switching brand strategy after brands have been established not only leads to a loss of the hardearned brand rating, but it also gives your competitors an opportunity to steal customers during the difficult task of re-establishing your brands.

Switiching strategy in mid-game resets the brand rating to 0, and have to use marketing to rebuild it.

Thank you, dear sir, for your meticulous, yet unhelpful copy/paste work.

I will answer to myself and to all seeking a solution to the same problem. In order to create brands, the firm selling the product has to advertise via the advertisement unit. However, for this to happen, the advertisement unit MUST BE CONNECTED to the sales unit selling the product you have to brand. If you have unconnected advertising units, they will do nothing, and the game does a very poor job telling you so.

I remember somewhere the tutorial talks about business units, and says sales unit has to connect with advertising unit. Also the advertising unit needs a linkage to a media (TV / newspaper) for it to work.

I didn't read the manual but played the tutorial. In case something is forgotten, re-play related tutorial is a good choice.