Most software in Linux these days comes Via the Repository,Go to to KDE control center.It's pretty the basic stuff, same applies to Ubuntu, to install software you use repository, but if it's a software you download via a website, open terminal, use the cd command to move to the download directory the type :
rpm -i softwarename.rpm
the software name is the name of the software, let's assume we're installing Opera, it will be rpm -i opera.rpm
but i would advise you to use the Repo because you will most likely to get dependency errors