I can think of some common problems you might be having:
- You didn't save your downloaded fonts in the right place (Check Gimp Preferences if unsure).
- You didn't unzip the font when downloading.
- You saved the fonts in the right place but as a folder of it's own, make sure to select all of the font files and extract them to the correct folder.
Please check if any of these problems are what you are experiencing, and if not please reply and in more detail explain your situation.