I would say in general lived their lives as elite noblemen who was recognized as being royalty or connected to royalty and in some cases the brothers of Kings, became Kings themselves later on. An important factor, would be if they got along with their brother the King or not. If they didn't, there could be trouble.

In England, there is the example of Edward IV and his brothers in the 15th century. His brothers were George, the Duke of Clarence, and the future Richard III. While both of his brothers went on to betray Edward, Richard at least was loyal during Edward IV's lifetime, and spent his time in the north, ruling on behalf of his brother Edward as the Duke of Gloucester.

George on the other hand, was disloyal during Edward's lifetime, for example, participating in the deposition of Edward in 1470, and other instances of misbehavior and ended up paying for it with his life in 1478 when he was executed on Edward's orders.