"How do you install software?"
Very carefully.....sorry, very old joke...
Start with learning your built-in package manager. In the case of Fedora core 4, the slection is limited, but there is stuff to learn.
Then, search the web for .rpm packages. to install these, open a terminal and type rpm -i filename. Installation is automatic--at least most of the time. "man rpm" for smoe details on how this works.
The other methods include install scripts and compiling from source. Save these until you know your way around the machine..