Well the conformity happens down underneath.
For installing applications you have some options. You can download the source code, like it seems you do, and you have to compile it and install it that way. What most people choose to do is to install recompiled binaries for everything.
Mandrake uses rpm file package managment. And these are basicly tarballs (tar.gz files) with extra bunch of stuff added in for the dependances and package management.
Mandrake has a tool to facilitate installing applicatations and it is called urpmi.
here is a description of it. But I don't like it as much as Apt or Yum. Apt is used in Debian and ported to Fedora and Redhat. Fedora officially supports Yum, which originates from yellow dog linux (PowerPC (macs basicly) port distro for linux.)
With urpmi you can add several online sources that contain programs and updates and you can use it to install programs and make it will automaticly download and configure dependances (such as python) along with your programs that you want.
here is a FAQ for urpmi. Unfortunately Mandrake doesn't do a good job supporting urpmi. You can find mirrors on Mandrake's website that you can use with urpmi, but it's hard to find, because it's so poorly orginized
When I setup Mandrake for a freind I just used the example from that FAQ text file.
Also you can add more sources that may have programs for mandrake not officially aviable for Mandrake.
also here is a "easy urpmi" page, but it's not up to date
Most distros are much better at supporting their non-paying users then Mandrake is. Personally I prefer Debian or Gentoo for more serious workstation, but Mandrake can be setup and installed with very little knowledge, so it's recommended for a first-timer.
Umm....
The command line in linux is a Bash shell. Bash is the default shell for Linux, but their are others. It is probably the most powerfull user interface aviable... From the command line you can easily control and manipulate every aspect of the operating system. Most gui configuration programs are basicly front ends, or at least emulate, the stuff you would have to go thru on the command line without them.
Since you know DOS, this shouldn't be that big of a deal to adapt to using. Dos CLI was basicly a stripped down version of earlier Unix shells. (Xenix was the very first OS that MS sold. A unix for 386-type machines)
A example page for beginneers
You can find many examples of stuff like that web page. Do a search for "linux newbie" on google.
This is the Linux documentation site, Bunches and bunches of guides and howtos ranging from configuring X to a network administration guide. Most of those however, expect a passing knowledge of linux.
The unfortunate thing about Mandrake, Suse, and Redhat/Fedora is that in the attempt to make everything very user friendly they make the underlining stuff a bit to complicated, not realy expecting anybody to mess around with that stuff a whole lot.
They make it so that you can still easily use the OS without any knowledge of bash or command line or any of that stuff. So in order to do that they automate a great deal of the OS, which unfortunately can conflict with ham-fisted sort of adminstration that happens a lot when people fiddle around when learning the stuff.
Distros like Slackware make a great learning experiance. Slackware is a kinda no-frills sort of distro that assumes you just want the quick and dirty way of doing everything and keeps configuration tools to a minimum. Other distros like that are Debian or Gentoo, but their package managers are all-encompasing, and can interfere. Slackware is the best (just my opinion) learning distro for people who want the crash-course in Linux, also it's the most Unix-like distro.
On the flip side, though, Mandrake is about the easiest way to getting a fully working desktop enviroment, set up quickly.
Try this page if you want
A basic understanding of the directory tree is critical for a deep understanding of how GNU/Linux operating systems work
heres a detailed veiw of the current Filesystem standard(distros are getting better and better at sticking to this at it matures, but their are always a few suprises
Bash scripting (or programming) is nice to know, it makes it easy to automate things and you then can look at scripts commonly used in most distros to get a understanding how things work
their is lots and lots to learn if you want to. It's not neccissary to know everything to just run the operating system. But I like fooling around with everything all the time, and it's nice to know this stuff. Since everything is completely open all the time, you can realy get in deep and modify everything to your personal specificiations if you want.
Also google is very helpfull for finding answers, and it makes it easy to find stuff once you get the grammer and terms down.
Google also has a Linux-specific search engine
Also vivisimo is new and makes it VERY easy to find accurate results quickly
(oh, in linux a file extention is just a convienence for humans. Many programs depend on proper file extention for stuff like mp3's and such, but it isn't critical. For example you can't make a file exacutable simply by adding .exe to the back of it's name.)