You should be able in KDE to just right-click on the RPM file and select actions > Install with Yast. That's really all there is to it unless we start talking about installing groups of packages. Other window managers will require a somewhat different approach but it is still not difficult by any means.
If you are operating in Gnome you will need to work in the terminal unless you decide to set up an install directory in YaST and work strictly from that path. For example, you could configure an install directory from /home/~/Desktop, place your RPM's there when downloaded, refresh the source in YaST, and the packages will appear in the Install and Remove Software module.
I'm too impatient for that (although it is a nice tool) so I just open a terminal and fromt there you have several options for installing the RPM packages. For example, you could cd to the directory of the RPM's and issue any of these commands:
rpm -i <name of package>
yast -i <name of package>
rpm -Uhv *.rpm
So, let's say that I've just downloaded an RPM file that contains the Opera web browser to my home desktop. Okay, here is what the start of the terminal session might look like:
linux:/home/xian # cd /home/xian/Desktop/
linux:/home/xian/Desktop # rpm -i opera-7.54-20041210.5-shared-qt.i386-en.rpm
If I downloaded a group of RPM's such as the Xfce4 Desktop packages to a folder in my home directory, the start of the terminal session might look like:
linux:/home/xian # cd /home/xian/xfce4
linux:/home/xian # rpm -Uhv *.rpm