a) xfs is some service that deals with fonts I guess (because they ask you to restart it after installing the fonts, to get the thing 'recognize' the new fonts). I think it's distribution-specific whether that service is used or not, but rebooting does the thing anyways (don't reboot, though, it's not needed). Restarting X is a good idea too, if you install fonts or do other stuff that is related to X. If your fonts don't change, it's because you only installed
the font package (so the fonts are available), but your system is still configured
to use other fonts. I don't recommend using "Windows fonts" on your system, but it's your eyes not mine
head to the KDE Control Center, found in your menus (administration or something), and crawl trough. The fonts for KDE desktop environment are configured there; for console fonts you'll need to alter some other config files, maybe /etc/environment. Console and KDE are two different things, so you'll need to configure them differently.
a) the program seems not to start. Launch a terminal emulator to get a command line, then launch realplayer from there. If it doesn't start off the menu entry, it's probably not going to start from here either, but at least you'll get some error messages and information this way. They should shed some light on why
the program is not starting. Personally I hate RealPlayer, and luckily never need to use it, but I remember actually installing and using it once; therefore it shouldn't be anything big in this case. Launch realplayer from command line (type "realplayer" without quotes and hit ENTER, or if that's not the valid executable, try typing "real" or "Real" and pressing TAB twice to see what's available).