rpm is the redhat package format. These are files ready to install on your system by just typing one command (or one click if you use kpackage or gnorpm).
These packages are named e.g. kdesupport.2.0-5.rpm.
If you are completely new to LINUX i think it's best to start with them first. For KDE you can find them on their website/ftpserver (www.kde.org). There is also a website called http://www.rpmfind.net
, where you can search for applications suitable to your LINUX-Version.
hope this will help you a little.