How do I install software on Linux? Is there some "install" command?

It depends on what you're installing. If it's an 'rpm' or another type of package: You need to use rpm - Redhat Package Manager or apt-get. Type 'man rpm' or 'man apt-get' in a terminal. Different distributions create different graphical front ends for package systems. 2) If you have 'src' - source code you'll need to compile it with a compiler like gcc. 3) Or if it's a simple program that's already compiled you may just need to uncompress it using 'tar' or 'gunzip'.

kpackage is the KDE package manager and i beleive it runs in most window managers. Just type kpackage and press enter in a console.

from a terminal window files with "rpm" extention try rpm -ivh filename.rpm to install or rpm -Uvh filename.rpm to upgrade (like program-1.4.rpm when you allready have program-1.2.rpm installed) you can type: man rpm it's gonna load the "rpm" help file (up and down arrows = scroll, "q" quits) to see all the options. If you are running mandrake you are better using the "mandrake software manager". It's gonna solve some of the hundreds of "failed dependenties" you're gonna fight with in the linux universe by installing some of the packages needed other packages.

sure: ./configure && make && make install