download the rpm files because they are easier to use. They are like setup files in Windows and allow you to remove, update and install packages easily like you can in Add/Remove programs in Windows. Download a program called
as this is a GUI front end to the command line utility like Add/Remove Programs.
Try to find one that is specifically for Fedora, to install them just double click on them or use the command line utility rpm. You will see things like i386, i686 etc try to get and i686 because this will be configured to use some of the features in newer computers such as MMX technology etc whereas the i386 is for older computers but will work anyway.
for more information on rpm files.
Dont know any sites though, do a search in google.