Do you use a graphical or text-based login? If the former, you do have XFree86 installed, and I have no idea how to help you.
However, if you use a text login and don't know if you have it or not, it doesn't look like you do from your RPM list. You have a great many of the supporting programs (xfs, font-utils, Mesa drivers, TTF, and libs) but not the base system itself. Go to rpmfind.net and search for XFree86; when the second screen comes up, narrow your search by typing in (for instance) "redhat-9" if you do indeed use RHL9.0. There should be two results returned; the latter, highlighted in green, is your gold. Download it and install it (you seem familiar enough with the syntax), then try installing vnc-server again.
Alternately, if it comes up with more dependencies, take them from the top and look them up on rpmfind.net, download and install them until all dependencies are satisfied, THEN try again.