Which program did u install ??
If you want the executable, they will usually be in the /usr/bin directory..
you can do a whereis <program name>
like if you want to know where to find wheres XMMS....then open up a terminal and type this
The output will be something like this..
xmms: /usr/bin/xmms /usr/lib/xmms /usr/include/xmms /usr/share/xmms /usr/man/man1/xmms.1 /usr/share/man/man1/xmms.1.gz
If you want to add a desktop shortcut (As u call in Windoze), richt click on the desktop and point to Link to Application (in Redhat) and then select the file u want.... and say OK...
There are a couple of other ways, but i guess this is the simplest for a c0mpl3t3n00b
Ps: being a tad more specific would help