To enable the Python-loader and Python plugins:
Select the Tools menu and the Plugins menuitem.
Select "Python plugin loader" and "Python functions". Restart Gnumeric.
The quickest way to test whether you now have Python functions is to type =py_capwords("fred flintstone") in the first cell. After you hit <Enter>, you should see "Fred Flintstone".
You can also click on the functions button, and scroll down to the "Python" category. Select that. You should see at least two functions defined: PY_CAPWORDS and PY_PRINTF. They're not very useful, but they prove you've got the plugins. Test them either via the GUI or by typing into the cell.
I'll presume they worked.