Well I did not make those screenshots up. When Gimp first runs it should create a User profile. The paths to the user profile are shown in User > Preferences as the first screenshot. Does your installation show anything? Post a screenshot if you can.
You can of course add a brushes folder in some other location and add the path in User Preferences.
You can of course add a brushes folder in some other location and add the path in User Preferences.