You may have difficulties to save directly in the GIMP Brush directory. In that case, save the .gih file manually into the /usr/share/gimp/gimp/2.0/brushes directory. Then come back into the Toolbox, click in the brush icon to open the Brush Dialog then click on Refresh icon button. Your new brush appears in the Brush window. Select it. Select pencil tool for instance and click and hold with it on a new image: