Question: I am Indian citizen, currently pursuing my masters from the University of Terame, Italy.

I want to visit my brother in the UK. He is working there for the last 4 years.

He is sponsoring me for my visit including accommodation and financial support.

I want to know what are the documents required for my visiting visa.

Do I need to show any money in my account ?

Answer: 
The UK does not require that visit visa applicants prove they have a specific amount of money available. The relevant Immigration Rules V4.2(e) states only that you must have sufficient funds to cover all reasonable costs in relation to your visit without working or accessing public funds. This includes the cost of the return or onward journey. <https://www.gov.uk/guidance/immigration-rules/immigration-rules-appendix-v-visitor-rules> 

Detailed guidance on applications and documents required is available here <https://assets.publishing.service.gov.uk/government/uploads/system/uploads/attachment_data/file/673351/Visit-guidance-v7.0EXT.PDF> Both you and your brother will need to provide bank statements [Should I submit bank statements when applying for a UK Visa? What do they say about me?](https://travel.stackexchange.com/questions/66104/should-i-submit-bank-statements-when-applying-for-a-uk-visa-what-do-they-say-ab)
Note that you should be careful with the 'sponsoring' term in your application. That is most often used for immigration purposes, and you want to strenuously avoid giving the impression that you're intending to just stay on with your brother. Documentation of your studies program in Italy and how far along you are will be helpful.