The home side completed a 3-0 victory after beating the Caribbean outfit by seven wickets at the Oval, following victories at Edgbaston and Cardiff.
Brook took over the England white-ball leadership duties from Jos Buttler and was pleased his team showed the their skill, especially in the batting department.
Speaking after Tuesday's win, Brook said: "It's a hell of a lot of fun when you're enjoying it with a lot of mates.
"I think we've got such a good side. The depth in batting is amazing and then we've got a lot of skillful bowlers as well."
The skipper also praised the contribution of Jamie Smith, who was picked as an opener for the series and replaced Phil Salt at the top of the order.
The 24-year-old made scores of 37 and 0 in the first two outings but came good with 64 on his home ground to set the platform for the run-chase.
"He's gone out there and played extremely well, but he's not a slogger," Brook said. "He's playing proper shots, he's putting their bad balls away and he's putting them (the West Indies) under immense pressure."
England allrounder Jamie Overton has been ruled out of the remainder of the white-ball series against West Indies after sustaining a fractured right little finger during the first ODI at Edgbaston.
Brian Bennett scored Zimbabwe's fastest ever Test century but England were still well on top after two days of the historic one-off fixture at Trent Bridge in Nottingham.
Jofra Archer has been ruled out England's ODI series against West Indies, that starts later this month, due to a thumb injury sustained with IPL side Rajasthan Royals.
England head coach Brendon McCullum has confirmed that seamer Sam Cook will make his Test debut against Zimbabwe at Trent Bridge on Thursday.
