libXm is from openmotif, somethign i'd assume yast can install for you no problem. but at the same time, that mspgcc hasn't changed for over two years, so you might experience a few problems getting it to run on a shiny new linux distro due to the frequent strictness of rpm. from what i can tell, libXm.so.3 is still pretty current though so you should be fine.
and yeah, a .so is a "shared object" i.e. a dll with a different name.