I'm trying to install the package XFree86-imake-3.3.2-1, in order to use the commands imake and xmkmf but I get the following message: the file conflicts with file from package XFree86-3.3.6-4mdk what should I do?

I suppose you update using rpm packaging system, if so try
rpm -Uhv packagename.rpm
if it gives the same error, then try to append --nodeps into rpm install command

rpm -i --nodeps package.rpm
It should do the job, but the best way to install conflicting packages is the usage of a tarball archive. If the app is available as a tarball(file.tar.gz or file.tgz or file.tar) downlod it, in the command line type
tar xvfz file.tar.gz
this is also valid if the archive is file.tgz, if the app is file.tar don't use z option
tar xvf file.tar
There is also archives with .bz2 file extension run
bunzip2 -dv file.bz2
there are nomerous possibilities of archiving scheme it may be a tar file that was bziped into bz2 archive, so when you unpack it you shoud unpack a tar file the way mentioned above.
So when you done uncompressing the archive cd into a directory where it was decompressed and read README or INSTALL files if any for further instructions on how to install, you'd probably need to run

./configure
make
make install

These are three commands one of each is typed upon complition of previous one.