Presumably, the packages are named differently (my guess would be something like gmp and gmp-devel)... You could try

yum search gmp
[download]

or

yum list '*gmp*'
[download]

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.