If you don't have your login set to graphical within the mandrake control center, logging out of kde will drop you into command line. If this is the case, "startx" will start your default desktop, you probably have it set to be kde. Command "kde" will start kde as well. "startx icewm" will start ice, "startx xfce4" will start xfce4. Set your login as "graphical" in mcc and logging out of kde will give you graphical login box with dropdown menu for all installed desktops where you can also change which is set as default. Another way is CTRL-ALT-F1 key combo, command "service dm stop" to shutdown X, then any of the above commands to start which ever desktop from command line. There are a few different ways to acheive same result.
As for easy installation of appz in Mandrake read this doc for urpmi:
Also check out the graphical software management tool rpm drake within Mandrake Control Center, doesn't get any easier than that, simple point, read info and click to install.
If you have not already done so, go here and set up your internet based sources first: http://easyurpmi.zarb.org/
xfce4 install is easy as typing "urpmi xfce4" in command line as root, or in rpmdrake by putting a checkmark in the xfce4 install box.