KDE and GNOME are Linux desktop enviornments/shells.
When running linux you can use either of these.
KDE is usually more fullfeatured while GNOME has a simpler interface.
Mandrake is just one distrobution of Linux. You have Red Hat, Mandrake, Gentoo, Fedora....and a ton more. Its all Linux, just distrobuted by different people. There are differences, but the basics are the same.
Head on over to www.linuxiso.org and take a look at their descriptions for the different Linux distros.
You should go do some reading salve. Goto a good search engine and look up what you wanna know. There are already millions of how-to's out there that will teach you the basics in very plain english.