Have you looked?

The first port of call for any command should always be the [i]man[/u]ual pages. Try typing
man rpm for detailed information. If you can't find it there, you could try the HOWTOs, which can be found on
www.linuxdoc.org.
Generally the command to install would be
rpm -i xxx.rpm, but perhaps using the update might be better:
rpm -Uvh xxx.rpm.
Oh, since you're trying to install the Mandrake RPM, (that's what the mdk bit signifies), why don't you use Package Manager, or Software Manager?