After you've extracted the brushes from the zip file, you just need to move them to your GIMP brushes folder. For me, I'm running Windows Vista, and the folder I have to put them in is found at C:\Users\UserName\.gimp-2.6\brushes, but it may be different for you.
To find out exactly which folder you need to place your brushes in, start GIMP and go to Edit>Preferences. In the window that pops up, find " " in the list on the left. Click the little "+" symbol next to it to expand this option, if it isn't already expanded. Then you should see " " listed below it. Click "Brushes" and then in the right side of the window you should see a list of the folder locations where GIMP will look for your brushes. You need to put your brushes in one of those folders for GIMP to be able to see them (actually you can put them in any folder you want, but then you have to tell GIMP where that folder is, so it knows where to look).