Whenever you extract files from a tar archive look for a file called something like "README" or "readme.txt". If there isn't one then look for it at the source of the archive (ftp directory or whatever). Often it's simply a matter of unpacking the archive into the correct location (and that's probably the case with your kde themes) and other times there will be a script called "install" that you run, but there is no golden rule for unpacking tar archives. Sorry, yes there is: look for and read the documentation. I don't mean that to sound flippant, that just is what you should do.
i386, i486, i586 and i686 all refer to different types of intel chips. For most software packages you don't need different versions for the different architectures because they don't explicitly use any of the specialised functions that distinguish the chips. For that reason only one rpm is prepared for all of them. I guess they call it i386 to show upward compatability.
The only exceptions I can think of off-hand are the kernel and the glibc packages, but there are probably others too.
I don't know what the cause of your third problem is, but it sounds like you're using a gui to manage all your packages. Read the manpages for rpm (and tar) and try installing, as root, from the command line. At the very least you should get more informative error messages.