What program do you want to install?
Normally, with Linux eg RHEL, there are standard repositories of programs that are already pointed to by your system.
You then just use the GUI (System=>Administration=>Add/Remove Software), or use the cmd line (in both cases you'll need root access).
For the cmd line the the cmd is
yum install <name of package here>
which will automatically install any dependencies.
It is NOT recommended to install software from somewhere else if you can avoid it, as this may de-stabilise your system and may also be a non-trivial exercise.
1. Is this really Redhat Enterprise Linux
2. If so, it must be registered with RedHat and paid for to access the repositories
You can check the repo settings
If you do not want to pay, you can use Centos; a free rebuild, which will provide SW updates, but not support ie you can't phone or email them and demand support, but they do maintain useful info and forums on their website.