.rpm files are "redhat package manager" format, all they are is pre-compiled apps with all the needed libraries and anything else needed so the app will work
linux does not have a "registry" like windows, you can put an app anywhere, and they dont really get "installed" like in windows---however, linux will always look in /bin, /usr/bin, /usr/local/bin, or whatever directory your in to execute an app first then not look anywhere else unless told to do so
there are programs out there which will not only get the main executable for an app you want but also check to see if all the needed libraries are present and if not it will get those too-----the rpm package manager in Fedora just checks for them to be there, I dont think it goes and gets them too, but usually spits out an error message telling you what is missing-----debian and ubuntu for example use a version of an app made famous by gentoo which keeps an index of apps and what their dependencies are and then downloads whats needed and even compiles the app as well
if you download an .rpm file you should be able to just click it and then supply a root password when prompted and it will copy the files into the appropriate directories
whatever windows taught you, unlearn most of it cause it no longer applies
