I only used Mandriva briefly about a year ago, but I might be able to help some.
What are the files you downloaded? If they're not rpm files you may be having problems. If they are rpms there are ways to install them but I don't remember exactly, I think it's rpm -i [name of file]. An easier way would be to use the package manager, which is called urpmi. Unless the newest version changed much, you'll probably want to do a little bit of configuring to make it work. This site
may be helpful for this.
For the cd, the files are usually in a folder called something like either /mnt/cdrom or /media/cdrom. You'll probably need to mount the cd though, this is basically just telling your computer to make a drive active. You can do this from the command line by typing "mount /mnt/cdrom" or whatever it's called in Mandriva. It may require root (administrator) privileges to do this, but can easily be configured to be available for a regular user. It's also probably possible to mount from the file browser, usually by right-clicking on the folder and selecting mount from the menu.