Depends on what setup you choose when you installed the OS. From what I remember Fedora offers several different install options such as "desktop" "server" "development", etc etc.
I think that the desktop or server doesn't have the developement tools installed automaticly. It's a bit of a security risk to install tools that users can use to build programs. Not a big one, but it's a issue, and many people wouldn't want to waste the disk space on them.
Should of choose "install everything" or "all" or whatever option they provide. Usually that is the best for a newbie because then you can be sure that your not missing anything.
Luckly for you Fedora has a decent package management system called YUM setup as default. It allows you to install packages and keep your system up to date easily.
You can also go thru your start menu and select package groups that way and you can probably install them off of your cdroms. Developement packages should be aviable thru that.
However for Fedora I like to install a version of apt-get (another package manager) from a 3rd party. It's from
dag's rpms
Read thru his FAQ stuff on that page and install apt-get once you decide that you actually want to do that. Be sure to pick the one compatable with x86_64 and FC3.
That should setup everything automaticly for you. Then you can update and then install synaptic and get a nice GUI interface for selecting programs.
Doing that is much easier then trying to install everything from source and it includes many packages not aviable from Fedora (such as lame encoder codecs, and libdvdcss for playing encrypted DVD movies) by default for legal and practical reasons. Plus you still get official packages thru freshrpms (which should be setup automaticly with dag's apt version).
Hopefully that all makes sense.