I'm using RedHat Linux 8.0, KDE 3.0.3-8, and Konqueror 3.0.3-13 on my
laptop now, having abandoned everything Microsoft.

I don't understand how to install an application. I want to get
StarOffice from Sun, but I can't even install and run their little
free download manager. I can unzip their file, but I don't know how
to "run" the file they indicate for installation, nor do I really
understand how to install an application without a Microsoft-like,
idiot proof wizard. I can't get a straight answer out of my RedHat
Linux Bible (which looks like it ought to gave everything in it).

How do you "run" a file like "sdm.sh" or "sdm.bat" to install an
application? Assuming the install works, how do you know where the
application is, or how to run it?