Inside X, put the CD into the drive....
If it automounts and a Windows appears just use that to look for the rpms gnuchess-4.0.pl80-6.i386.rpm and
xboard-4.1.0-1.i386.rpm, click(double-click) on them and the gui with package manager should help you take
care of the rest....
If no windows appears, open a shell window. Type:
su - (enter root password)
mount /mnt/cdrom
cd /mnt/cdrom/RedHat/RPMS
rpm -Uvh gnuchess-4.0.pl80-6.i386.rpm 
rpm -Uvh xboard-4.1.0-1.i386.rpm
cd
umount /mnt/cdrom
Note that I assuming that all the dependencies are resolved...