Is it possible that i tell if that collapsed lung caused me brain damage?

Probably not: Acute cardiovascular or cardiopulmonary events can be associated with stroke. Emergent treatment can cause a pneumothorax. A direct causal relationship between a pneumothorax (collapsed lung) and brain damage would be difficult for an individual patient to know.

Possible: If there was a period of time with low oxygen- hypoxia brain injury is a complication. It would be an infrequent item. If other trauma caused the pneumothorax that could relate.