kppp will be under your start menu. I can't believe that it wasn't installed as part of the default.
Check the Mandrake doc CD or their website. You can't fail there, Mandrake has some of the best Guides I have seen for their distro.
FYI, for future reference, Linux has a PATH concept where most every executable command and script is installed into the path environement, so you can open a console, or 'Run Command' under the start menu and simply type the name. You DON"T have to navigate to where it installed. For example, you can 'Run Command' and enter xmms, and Linux searches the path and see that xmms is in /usr/bin. Again, the same for most commands.