If all that pointing & clicking gets tiresome, there's always the command line which can be a lot quicker.

Konqueror has a handy built-in terminal that follows your location as you change directories using the file manager.

To install a package from a terminal, try the following command:

rpm -Uvh packageName

where packageName is the file you want to install (you can use wildcards as seen in the example).

The "U" means "upgrade" for if you have an earlier version already installed; the "v" means "verbose" so it will inform you of any problems; and the "h" means it will display hash marks as a progress indicator.