Linux Newbie

[djtwok]

I'm a complete Linux Newbie, trying this system for three days now after working for years with windows. I'm learning more day by day, but i have a few questions:
1) Where can i get JAVA for Knoppix 3.4 ?
2) How can I compile downloaded programs to get them run (i.e. DEGA 1.7, a master system emulator for Linux. This is what was written in the readme file:
You need SDL 1.2 and nasm to build it.
3) Are programs for Linux general not ready to use, od i always have to compile them ?
4) I've downloaded Guarddog 2.2.0 How do it start it or do i have to compile it first ?

Thanks in advance, for helping me.

[firebyrd10]

Most programs you don't have to compile.

3. But when your downloading try and get the binarny file not the source code.

4. Chances are its already compiled.

Open up a shell (try black window with picture of shell) and go to the directory then type the name. That usually does it.