It is not sufficient to defeat a boss with a rune; you must activate it before you can use it.
In order to do so, you must go to the top of the appropriate great tower; the rune's description will tell you which one. These towers are usually not straightforward to enter, either requiring a mini-dungeon or some trickery to get into.
Godrick's Great Tower - likely the first one you'll have access to - can be entered after defeating Godrick. All you need to go is to go backwards through the castle's main area towards the main gate - this is the route you take into the castle if you tell the servant to open the main gate, but in reverse.
There, you will find a wide-open area with a exit to the east. This leads to the great tower.
This is visible on the map, so isn't terribly difficult to find. Note, however, that you will have to defeat several mini-bosses to get there - a lion with a weapon, plus a few golems - though there is a grace point between them and none of them are especially difficult.