I got a RPM of the icculus duke3d port from RPM Seek. I installed and copied the .grp, the.cfg, and All the .cons from Duke Nukem 3D Atomic Edition to the .duke3d directory on my home. Then when I type duke3d in the terminal it does this:

[hamish@localhost ~]$ duke3d
Duke Nukem 3D v1.4 - Atomic Edition
Copyright (c) 1996 3D Realms Entertainment


Multiple Configuration Files Encountered
========================================
Please choose a configuration file from the following list by pressing its
corresponding letter:
a. duke3d.cfg <DEFAULT>
b. sw.cfg
c. bt3d.cfg

(duke3d.cfg will be used if no selection is made within 10 seconds.)

0 seconds left.

Using Setup file: '/home/hamish/.duke3d/duke3d.cfg'
STUB: CONTROL_ClearAssignments (CONTROL_ClearAssignments, control.c:209)
Missing external con file(s).
COPY INTERNAL DEFAULTS TO DIRECTORY(Y/n)?

When I input a respnse, it it just stops doing anything. What do I do please?

Do you mean you copied the data files to $HOME/.duke3d? This is probably the wrong thing to do.
Do a "rpm -qf duke3d" and look for a duke3d directory in "games" or "share" and copy the files there.
You can also check out the duke3d tarball at www.linuxquake.org.