Imellen, I'm a newbie too, but I just installed Firefox, so maybe I can help.
"OK, I can run Firefox from command line. Compared to KDE it looks terrible."
There are two versions of pre-compiled Firefox available, and you probably downloaded the non-XFT one, like I did the first time. It has no font anti-aliasing (ugh). You want to find a tarball that says "XFT" in the name somewhere and use that version, it'll look a lot better.
"In windows I would have an icon in the quick start menu and it would work as well as Internet Explorer. Is not SuSE, RedHat or whatever open source? If it's not part of the package deal that comes with the system, does that mean that I can't install it?"
Since you didn't get a Firefox RPM (installation) file, no menu links were created. With many shareware Windows programs, you just un-zip the file, and then you have to make your own Start menu link. Firefox (and many Linux programs) is the same way, because that way it's compatible with all Linux distros.
What you should do now is to open up Yast (the Suse config program) and find the KDE menu editor. Create a new menu item and give it the firefox command. Voila.
You can also right-click the desktop and make a link to the application the same way.
Yeah, it would be nice if Firefox did all that for you and me with a nice RPM file, but since it's the cutting-edge version of Mozilla, I don't blame them for leaving the menu link as an exercise for the reader.
Hope that helps a little.