Nobody is gonna laugh at you - everyone here has probably asked the exact same question sometime!
Where the stuff from an RPM goes depends on the RPM itself. Every program is different, and any particular RPM is likely to install stuff in /usr/bin, /usr/share, /usr/doc, /etc, /usr/lib, or a bunch of other places. If you want to find out what exactly was installed by a particular RPM, open up a terminal window and type this:
rpm -ql whatever
(where whatever is the name of the RPM package). That's a lowercase L there, not the numeral 1. So for your example, try:
rpm -ql xmms-mp3
If you don't know the exact name, you can view a list of ALL installed RPMs by typing:
If you know part of the name, just pipe the above command into grep, like so:
rpm -qa | grep 'lib'
This will show all packages with the word 'lib' somewhere in their name.
If you type:
You can see a whole ton of other useful options that RPM provides. You can find out what RPM owns a particular file, or what RPM depends on what other RPM... very cool stuff! Try doing that with the software that's installed with Windows