The KDE team provides six different kinds of packages: source and binary RPMs, source and binary .tgz (.tar.gz) files, and source and binary Debian files. The first to be released are usually the source .tgz files, but other formats will appear soon after. Recently, source and binary .tar.bz2 files are also being made available. Please see How do I unzip tarballs with the 'bz2' extension? for more information. In addition, pkg packages for Solaris 2.6 and 7 have also appeared.
The installation process depends on which package format you choose. After installation, there are post-installation procedures that apply for all package formats. Note that if you are an inexperienced Unix user and have a RPM-based system you are probably best off choosing the binary RPM packages being provided by your distribution vendor. At least Caldera, Delix and S.u.S.E. will make binary RPMs available via their FTP servers.
If you need special configuration options (e.g. because you have shadow passwords and want to use the screen-savers), your best bet is to use the source packages and compile the KDE Desktop Environment yourself. Binary RPM packages for distributions which do not offer official KDE packages are made available via the contrib section of ftp.kde.org as soon as they are available.
Bill Mote has published a home page called "KDE 1.1 Installation via RPM". Go see it at http://home.fuse.net/bmote/kde.htm.