If you do not have pen pressure by default in GIMP, please follow the instructions listed below to set up pen pressure.  

Open GIMP > Edit > Input Devices

[1] these three selections need to be set for [2] Screen

Once you have done that, you will need to close and then restart GIMP

[3] You will need to set Dynamics to Pressure Size

You may need to stop and then start GIMP once more 

The image to the right shows that my Xencelabs Pen now has pressure sensitivity.