Mistake installing programs? -Beginner-

[Bradley (FC2 List)]

I think I may have made a mistake installing some programs.
Not knowing that some programs were available and should be installed from
Add/Remove Applications, I installed some programs with targz files. I put
them in a folder, home/user/downloads/ and installed from there.
  Does this mean that they are running from there and are in the wrong
place, or do they install themselves in the proper directories?
I am trying to install development tools so I can have gdesklets but can't
do that now because some apps are missing even though yum says they are
installed. The programs that  Add/Remove Appilcations can't find are
cyrus-sasl, libuser, and xorg-x11-libs.

Also, I keep getting errors to adjust my PKG_CONFIG_PATH but can't seem to
find it. Can someone tell me where to look? I'm not really sure what it is.

Thanks for the help.

b