I think we may be confusing you AJ_Cantos so why don't we start over. You said you downloaded some files. The first question is what type of files are they? Do they end with a ".rpm," a ".tar.gz" or a ".tar.bz2" this will determin how you will need to go about installing the new themes, Icons, etc.
We will use the Baghira theme as our example since it is a popular one and it can be found as most of the file types.
If the end in eather the ".tar.gz" or the ".tar.bz2" than the process will be almost the same.
1. Open a terminal window: Alt + F2, you should get a small window waiting for a command type "xterm" and hit enter. If you use Konqueror as you web browser and want to follow along you can also open up a terminal at the bottom of your browser by going up to the "Window" menu and clicking on "Show Terminal Emulator"
2. CD to the directory where the file is saved, if you have it in a folder called "themes" in you home directory the command would be:
cd /home/
user/themes
3. unpack the file using the "tar" command: for "baghira.tar.bz2" type "tar -xjvf baghira.tar.bz2" for "baghira.tar.gz" type
"tar -xzvf baghira.tar.gz"
4. CD to the new folder called "baghira" it may also have a version number as part of the name
cd ./baghira
5. Change into Super User mode with the "su" command
su
then enter your root password
6. You should still be in the baghira folder so type "ls" to get a list of files in the folder. Look for eather a file called "configure"
7. Type in "./configure"
8. Type in "make"
9. Type in "make install"
10. open up the "Control Center" and under "Appearance & Themes --> Style --> Widget style" you should see Baghira listed.
Now for a file ending in ".rpm" open up your file browser, find the file, click on it and it should open a window with a description of the package in the lower part of the screen and there should be a button up top that says "install with YaST" click on it and you should get a small windows asking you for your root password. Once thats in YaST should open up and install the package, you may need to click the install button. After thats done go to the "Control Center" like before and see if Baghira is installed.
Resources:
For tar -xjf baghira.tar.bz2
KDE-look
For baghira-0.6-0.pm.1.i586.rpm
PackMan