I have been using Mandrake Linux 9.1 for about two weeks. Could anybody tell me how to run executable files in KDE, or do I have to use a terminal? If anybody's wondering, I want to run PRBoom and Quake 3 Arena demo from id software's website.

Hmmm...... are you trying to run .EXE files like in Windows?

no. when i drag the cursor over the file, it says "executable file" and the size of the file

sometimes executable files you get off websites are not marked as executable. to do this, open up a console and type
chmod 755 <filename>
this makes it executable (and allows its owner (presumably you) to modify it and everybody else to read and execute it)
you can then run it from either a terminal, or from one of the various methods in KDE.

to run it from the terminal, simply type the filename, e.g.
$ quake3arena <enter>

To run an executable (binary) file in KDE, either
1. push <alt>+<F2> which brings up a run dialogue, essentially a one-line terminal
2. use the "application launcher" applet on the kicker (panel) (also essentially a 1-line terminal)
3. make a shortcut button in the K menu (right-click it and go to menu editor), where you can then put it on the kicker
4. put the button on the kicker directly, by right-clicking and choosing add>special button>non KDE application, where it walks you through selecting the executable etc.
HTH
MN

make desktop shortcuts for those files...should work