For the terminal emulator try this; Control Center (like start in windoze) then Terminals/Konsole. I think that's what you want. There are two, one regular user and one as root or super user.
You may need to start a sound server. Try this; Control Center/Configuration/Control Center. Then on the left, click on 'Sound' to open, then Sound System. On the right you should have the option to start a sound server, probably aRts. Put a check there and click 'apply'. Note I have had problems with delays in this sound server. If you do you may want to try another or post to see if you can get help fixing it.
I'll try to get you started with themes. You can find them in the control center, same one as sound, just click on 'LookNfeel' then 'themes'. You can select your themes there. I assume you if download a theme and install it, it would show up in the list.
When you download try to always get a 'rpm', preferably one that has 'mdk' in the name. It is made for Mandrake. Generally to install, just click it to open and it goes to work. Just read and answer yes to the questions for the most part. If you get a 'dependancy error' write down the files you need and then install them first. Usually works anyway.
Hope this gets you started. I'm a newbie too. Kind of like the blind leading the blind.