You already have it installed. Gnome and KDE are desktop environments similar to Windows. There are lighter and faster things to use in a GUI. I like a window manager called fluxbox.
Boot up and if you go to a command line prompt, log in and command startx.
If you chose the gui login, you will just login (I think, I boot to command line as I find it's more flexible and I know where all the config files are).