I believe redhat has some gui frontend named as software manager similar to windows add/remove program.
Though I never prefer that forntend but that might prove useful to you.
Anyways best way is to open a terminal , login as root, mount the installation CDROM and as rightly said by Perfect_circle, type in follwoing
# rpm -ivh <rpm file>
-vh and options will give you a verbose output about what's going on.