type: startx in the command line. you may want to flip through the documentation for your distro too. they usually help with how to do these things. when i installed Redhat i just chose KDE or Gnome and it starts automatically. however, at school, i actually have to type startx. they don't have the GUI automatically run. There is a way to change that, but offhand i can't recall. you may find it somewhere in your distro's documentation.
just found this when i searched redhat's website:
1) Change the default Runlevel in Linuxconf to Level 5
You could also type "linux 5" at the LILO prompt for a one time boot-up into
a friend of mine had to change the runlevel like this. it was runlevel 3 i believe, and he had to change it to 5.
here is the link to redhat 9 getting started guide. dunno what version you are on. redhat