what do you mean by downloaded ? were those the .tar.gz files on all websites related to those apps or was it RPM files ? the later is better, the former being quite difficult (sometimes) for a noobie and not tailored to your distribution.
Installing apps for Mandrake is usally done with rpmdrake (available in menu / configuration / packages / add software)
To update existing applications on the original CD, you'll have to add a media source (next option in the above menu) corresponding to cooker or - preferably - to updated packages for your version.
for a list of available sources.
BTW, have a look at http://plf.zarb.org/
to know where to get applications not provided by Mandrake.
Personnaly, I use Ximian red-carpet, see http://www.ximian.com/products/redcarpet/