The way I did it with that combination of programs was to first open up the raw file in DPP and export two (8bit) tiffs from the image, one with a normal exposure for the mid range details and one dark layer with the exposure dragged down till you've got the highlights looking OK (keep all other processing the same, minimal)
Then open up both tiffs in the the window in gimp using "open as layers", and get the darker file on the top layer. Now go the the layer panel on the right, right click the dark layer and click "add layer mask" and in the pop up window check default full transparency, and the dark layer should become invisible leaving the lighter layer showing, and it'll have a little black rectangle next to the little thumbnail of the layer on the layers panel, which is a display of the layer mask. There should be a white edge around this black box, denoting that you're editing the layer mask, not the layer itself. If there isn't, click the black box to select it.
Ok I only seem to have one paint brush in the selection and I have no idea how to get it to paint let alone choose a colour to paint?
Now you're editing the mask of the layer, and you can use the paint brush to brush areas of opacity onto the layer. I'd personally use a very soft edged brush and set it to a mid grey tone, which means it'll be brushing roughly 50% opacity onto the mask, but you can vary this depending on how extremely you want the dark layer to show through. Now carefully paint over the highlight areas you need recovering. You can always go back and neaten up edges by painting with a black brush to make it fully transparent again.
It'll probably take some experimenting with different soft edged brushes and levels of grey to get the effect visible but with no obvious brushing showing.
Then you can using the opacity slider on the layers panel to vary the opacity of the dark layer and increase the effect of darkening the highlights to a level you like. Then save the image as a GIMP file (.xcf) if you want to be able to go back and edit the layers at this stage. Now, right click on the dark layer on top with the mask and select merge down, so you've only got one layer. Now do any of your normal processing (contrast, sharpening, colours, that sort of thing), and export from gimp as a jpeg or tiff.
I hope that's clear enough, I can post some screen grabs of various stages if I'm not explaining it well enough. There will be other methods, this is the one that's worked best for me using this software. It's a bit time consuming sometimes, trying to make the brushing subtle enough that it just looking like increased dynamic range, but it pays off when you get it right.
EDIT- - -
As Wayne has shown that image doesn't actually have blown highlights, so the levels tool is the best way to recover it. The method I described is only necessary when you've got close to or fully blown highlights in raw file when the rest of the image is properly exposed, a circumstance where the levels tool isn't effective (i've found) for recovering the highlights, but it's not needed here

For that image, I would just open the raw file in DPP and move the exposure slider down a little way, should look fine.