In general, you should install using RPMs (preferably ones from Fedora) instead of other methods because the RPMs put things in the right places and configure it properly and keeps track of all the files in the package so you can easily update or remove it. The primary package manager and updater in Fedora Core is Yum (see the
Fedora tutorial on Yum). There is also a GUI for it called Yum Extender (yumex), but I prefer the command-line. Basic commands for Yum are:
* yum install foo - install package foo
* yum remove foo - remove package foo
* yum update - update all packages in system
* yum search foo - search for string foo