Presumably, the packages are named differently (my guess would be something like gmp and gmp-devel)... You could try
yum search gmp
or
yum list '*gmp*'
to get a listing of potential candidates, and then "yum info <package-name>" to get package details.
(presuming you have yum, that is, which I think comes with RHEL 5 — but I'm no Red Hat expert...)
Note that you'll need the development (-devel) package, for the header files, in addition to the regular package containing the compiled library itself.
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