I download//save gimp brushes all the time.
Of course ((After downloading)); Open the file>>Extract all files>>Save the extracted files to your desktop. ((Like individually.))
I usually just drag and drop the brush image into the GIMP program.
Then oh you know, CTRL+C ((Or, Edit>>Copy)), and then Edit>>Paste As>>New Brush.
Name the brush whatever you like.
Do that for however many brushes there are, or to just the ones you want.
And yeah. You might've missed something?
So there's the steps for you.