I suppose the way things go is like this:
Read / Refer to your linux Bible type book, which explains general stuff thats gets you moving in the right direction;
(My FC3 unleashed book has a whole section on compiling from source)
In fact the book has sections on all kinds of things
Look at the documentation that comes with your system;
Look on the web;
Read the man & info pages, some of these seem quite technical, but aren't impossible;
So checkout the man pages for yum, rpm - yum takes care of dependencies while rpm does not.
Also investigate using apt or synaptic, which is GUI tool for installing.
I can't help but recommend buying one of those Linux Bible type books - well worth it.