SUSE uses RPMs, so you must have a Cedega rpm. Let's assume its in your home directory.
Start up terminal. Step 1 is to make yourself root so you can install. Then use the rpm command to install cedega.
rpm -ivh /PATH_TO_PACKAGE/PACKAGE_NAME
Once Cedega is installed, you'll have an icon on your desktop to start it. Double click on that. It will ask you a bunch of questions so you can configure it properly. To do this, you will need to know some details about your hardware. You will also have to know your TransGamer account info.
Cedega has an "install" button. This is used to install and configure your games.
The Cedega how-to seems pretty clear. It can be found at:
I'm a big HL2 fan also, playing DoD mostly. Good luck. Don't get frustrated, just work through the problem. Trust me, it will