Hi Painer71,
I did notice an error message in GIMP when I went to Image > Mode > Assign Color Profile OR > Convert to Color Profile. They both returned "Destination profile is not for RGB color space."
Looking for how to change to CMYK color space, but don't know how.
The following may be a bit much, but I hope this will clear up your questions and give you a better understanding of color management. As long as this will turn out to be, it's still kind of only scratching the surface.
You don't really need to do much more than tell GIMP what profiles to use where. It then uses those entries to determine how you want color converted from one space to another. The following is a Windows screen shot, but I would imagine the Mac preferences look pretty much the same.

If this is a current example of GIMP, it's not quite as easy to use as Photoshop. But your basic setup here would be:
Mode of operation: Leave as shown.
RGB Profile: What RGB color space would you prefer GIMP work in? Most people use Adobe RGB because it's a fairly large space. Larger than most monitors can display without clipping. That's when a color in a given RGB space is beyond what your monitor can reproduce. It then displays the nearest color it can. I would never recommend using a small space like sRGB. You can always convert down to a lesser space. You can't easily bring back fuller, richer color that has been thrown out.
CMYK Profile: This is where you would choose the supplied ssen_.icm profile.
Monitor Profile: Whatever you have chosen in the System Preferences for your display goes here. All color should be converted (this one is for display purposes only) to your monitor space. The device you're looking at is what you base all of your color decisions on. It serves no purpose to use a profile that doesn't represent the RGB device you are directly viewing. Photoshop doesn't have this option as it is done automatically.
Display rendering intent: Perpetual is used as the default almost everywhere, but actually isn't very good. Relative Colorimetric is a much superior choice. It would take forever to explain why. Just trust me on this.
File Open behavior: Where they show it is mostly correct, but you don't get enough options here. It's an "apply to everything whether that's the best choice or not" kind of thing.
For the very basics of what you're trying to do, use these settings. You would open your RGB file and from the menu, choose to convert it to CMYK. GIMP then uses the above preference settings to go from one space to another. You don't have to manually choose the profiles each time. In Photoshop, the same menu choice is shown next. RGB is checked because that's the current space of the image I have open. By choosing CMYK, it converts the RGB image to the CMYK space I have set in Photoshop's preferences.

Save as a new file if you would prefer not to throw out your RGB color. CMYK is a much smaller space and you will see a lot of (in particular) heavily saturated colors go flat. Getting back to that color from CMKY is nearly impossible. Think of RGB as your master color file everything else comes from.
How do you get a useful RGB to CMYK translation? As mentioned earlier, you need a truly calibrated and profiled display. You cannot do this from the built in Calibrate function. Not from the quick or Advanced option. You can't do it. Period. All LED or LCD monitors drift to a pinker color as they age. The Calibrate function can't adjust for this since it always assumes a perfect 6500K, 2.2 gamma starting point. It can't see an older monitor doesn't look like that any more. That means your "new" calibration/profile is automatically wrong.
As far as profiling hardware/software solutions you can purchase, a monitor calibration device is the cheapest, and most important piece of equipment you can buy. If accurate color is important to you, you don't just want one. You need one. X-Rite's i1 Display Pro is an excellent choice. Since these types of devices directly read what your monitor is displaying, the resulting calibration and profiling results are accurate. Not a guess. They also have the ColorMunki Display for about $90 less. It's essentially the same thing, but with a smaller sensor. Takes twice as long to complete the process and isn't quite as accurate.
Basic proper monitor calibration settings for print setup:
Luminance: 80
White Point: 5000K
Gamma: 1.8
Black level: Native (whatever is the deepest black your monitor is capable of)
A major issue to note here: Many newer iMac models have a calibration flaw. I don't know if the iMac Pro is included in this since I haven't had the opportunity to test one. It's possible other models also do. Once properly calibrated and profiled, you should get a gray balance like the following in Photoshop. Press the D key to set the foreground/background color to the defaults of white and black, then click the black swatch to display this:

Notice the CMYK values are a balanced gray. This affects how all RGB gray (and all other colors) will convert to CMYK. I made a little test chart to show me how RGB will convert according to my current preferences. Note how the entire 1% gray to 100% black gray ramp will all convert to a percentage of that black gray balance. Which means all grays will print on press as gray and not green, pink, or something else. I've typed in the CMYK values they'll convert to on my system. The last few flatten out to the same CMY values to prevent the total ink coverage from going over 320%.

So, what does this have to do with the problem concerning newer iMacs? I noticed this on a 2015 iMac. An older model we used to have didn't do this. No matter how you try to calibrate these newer Macs (and I was using an expensive i1 Pro 2 spectrophotometer with i1 Profiler), the black balance will not stay where you set it. This happens also using the built in Calibrate function, so it's not a third party software issue. It's global. What happens is you go through the entire calibration/profiling setup for 5000K, and everything looks like you expect through the entire process. But, as soon as your completed profile is loaded, the black end snaps back to 6500K. You end up with a Frankenstein calibration of 5000K on the white end of your gray ramp, and 6500K on the black end.
What does this do? That black balance I show above in Photoshop (GIMP should do the same thing) is always based on your monitor's calibration/profile values. Since it's 6500K on the black end, that gives you an unbalanced black value of something like 80, 72, 60, 95. You can literally see your grays go from a balanced CMYK gray starting on the white end, visibly turning purplish/lavender as you hit about the 30% gray range and getting worse as you approach black. It doesn't just look like this. Those will be the values in your converted CMYK images and is how they will print on press. You quite literally can't use these Macs for your CMYK conversions.
Okay, back to preferences (and you thought I was done 😉). I prefer Photoshop's color management preferences for this major reason. You can tell it NOT to convert images that are already CMYK to your color CMYK color prefs.

This is seriously important in printing. Once you've done your CMYK conversion, make a proof with your RIP and the customer has okayed that color, you do not for any reason want those values to move, EVER, simply by opening the file. CMYK is very much a fixed color working space. Or, absolute values color. That's why it's Off in my settings. The CMYK space I'm using will determine how those absolute values display on my monitor, but that's all. The file's color won't move until I intentionally change something.
Since GIMP doesn't have that option, what you would need to do when opening images that are already CMYK is to tell it not to convert. That's why you need to use the File Open behavior option noted above. It'll be a pain deciding what to do for every single grayscale, RGB, CMYK or Lab file you open that doesn't already match your settings, but you kind of have to do it.
One more thing, and then I'll shut up. 🙂 Never use Assign Profile without good reason. And about the only reason to use it is if you open an RGB file that does not have a profile attached to it. Somehow, some way, the system needs to know how the RGB values in the image are supposed to line up to Lab (another thing that would take forever to explain). If you get images like that from someone, call and ask them what the working space is they're using in Photoshop, GIMP or whatever raster image editor they're using. If they're using sRGB, that's the one you assign to an untagged RGB image. If they're using Adobe RGB, then you use that one. If they're using a custom RGB profile you don't have, then they must send that profile to you so you can tag the image correctly. It's the only way you'll have a hope of viewing color of an untagged image on your end they way they see it.