I'm not to familiar with SuSE, but my guess is because you didn't manage to install Apache, then the HTTP icon isn't going to appear.
I think when you try to install Apache2 through YaST it is asking you for the CD's because it needs to install other programs that Apache2 depends on. But to test that theory out you should be able to download Apache2 and any other programs that OpenSuSE 10.2 needs from their website.
Index of /distribution/10.2/repo/oss/suse
Once you have downloaded apache, double click on it and it will start Yast to install. If yast is still asking you for the CD's you need to look at the details to find out which program it is trying to install and then download that too.
There is probably an easier way to do this like maybe someway to point Yast at the website above, but I don't know how. or maybe just download all the CDs again from the above site.