I don't think it's in my signature, but there is a tutorial over at www.linux.org
that is very good at it's progression on teaching you Linux commands and such. It starts out very basic, in fact, sort of boringly basic, then moves progressively into command line, and explains a little about the filesystem structure, and then moves out a little more. It's a good beginning things to go through and teaches alot. I wouldn't really use it as a reference too very often, but it will teach you what to look for in a reference tool and such.
As for installing software, if you have an RPM based distro, meaning that you open up cdrom (however you want to) and browse to the dirctory with the name of the distro, and browse the files in there. If most of them end in .rpm then you most likely have an RPM based distro. Example of browsing:
If you have RH, plug in CD 1, browse to the Redhat directory, and view the packages in there. They will end in .rpm, meaning Redhat is an RPM based distro.
If this is the case, then what was said above for RPM's should be true. It might be a different "Package Manager" that pops up, but it really doesn't matter because they are all pretty much just GUI front ends to the RPM command.
Package Manager - A program that Manages RPM files, and plugs them into a database to provide an easily available source for you to reference with when desiring knowledge of programs installed via RPM feature. (sweet, I made that up on my own, cool
And also as was mentioned above, tarballs. A file ending in .tar.gz, .tgz, bz2, or possibly a few others, are called tarballs. the bz2 is called a bzipped tarball. These files are yes, compressed (or zipped if you prefer) and wrapped together and are extracted with the above given directions and installed with configure scripts, make commands and usually finally (and usually optionally) with a make install command. Alot of the time you can get info from both the Install and Readme's as mentioned above, but also from doing ./configure -help before actually running the configure script. The .tgz files in certain distros are sort of the equivilent to an RPM in RPM based distros. You use a package manager to find the file, then the package manager installs the file for you. This is always optional, and you can always choose to install the file yourself. This is especially useful if you want to place the file(s) extracted in specific directories, or wish to specify options during the ./configure process.