You had earlier asked the same :
see this http://www.linuxsolved.com/forums/ftopic650.html
Anyways.. this time i m giving you the steps..
If you want to install a rpm then from gui simply double click it.. like you do for .exe files in windows.. then it will check dependencies and if find ok then will install.
Other way from command lin is
rpm -ivh <rpm file nam>
you may want to know more about that using..
man rpm
If you are installing from source code.. that came in usually tar.gz or bz2 etc format..
Then first extract them and then go the place where they usually u have to do following this..
./configure
make
make install but better information about installing from source code can be find usually along with that software.