okies, first things first.
On the CD, are there tar.gz or RPM files ?
[Part 1: RPM's]
If they are RPM you can install those files with the command : rpm -Uvh or rpm -ivh
rpm -ivh installs the rpm.
rpm -Uvh Upgrade/Updates the allready installed RPM.
[used to go to new version of existing application; hence apache 1.3.28 to 1.3.29; as example]
Source rpms can be found back in /usr/src/redhat/SRPMS/<application name> where the full source code should be unpacked.
Building you own RPM's isn't easy, when you are new to this. Check
here for an rpm howto.
If you downloaded binary RPM's you don't need to compile anything.
Just install them using RPM and they should work.
[Part 2: tar.gz or tgz files]
If you downloaded the source for X then create an directory, move the tar.gz or tgz file into it, the cd <directory>, and type : tar -zxvf <filename> to unpack it.
Use man tar for explemation on how to use tar.
To build the source:
type ./config or ./configure, type ls to see which one.
This configures the source files for your system.
After this is all done type: make
This wil build the source files into one or more executables.
type: make install to install the application.
This is roughly the basics.
[Disclaimer: PLEASE read the included README or INSTALL file on how to compile / install /etc source files. ]
[Disclaimer 2: Make sure you have the development tools installed during setup.... or install them ...]