RPM stands for
Redhat Package Manager. It's used by RPM-based Linux distros like
RHEL, Fedora, Suse, & Mandriva Linux etc.,
Just follow what @Sykora has said to install RPM packages in Fedora.
For installing other packages in Fedora Linux , read the Sticky , Click
here
Under 'Fedora' Checkout the
Stanton Finley Notes.It's has everything you need
to play VCD/DVD, MP3 etc., in Fedora Core 5.