Yum install vs. something like Softpedia? [For Window$->Linux newbies.]

Okay, trying to grasp the repository thing in Linux (I'm a Linux
newbie coming from Window$). I've done a lot of reading in last day
and a half but I'm still struggling with this.

Yum install, is that what it means to get software from the repository
for my particular distro (Fedora 11, in this case)?

If so, how would something like yum install gconf-editor
differ from dl the gconf-editor files from Softpedia
where I get a bunch of files from the 1.6 meg dl that I then assume I
must compile?

The reason I ask is, I'm afraid to go further at this point - I've
been made to understand that software is 'safer' from a repository.
Yet the Softpedia dl that I got and virus-scanned** comes to me as a
group of files which is what is desired since I then always can have
the files on hand when needed and can then just compile and deploy to
other systems. This is desirable because 1) don't have to keep using
up bandwidth from the repository for each dl, 2) can take to systems
without internet access.

I guess the shakiness lies in part in that I'm not familiar with how
Linux installs. In Window$, the only OS I'm somewhat familiar with, a
web install will install software directly onto our systems so is
similar in feel to what dl from the repository might be doing - not
the same thing at all, I'm sure, of course, but you don't end up with
an executable binary, the app is installed directly and you have
nothing if you have to reinstall it again in future since you don't
have an installable binary or source files to then make the executable

So although I've got the file dl from Softpedia, would like to know if
I get the same outcome by a yum install. If not, can one somehow
"extract" all the installed files to get the source/binary files to
then in future install somewhere else?

Thanks in advance for any clarification. This will help many other
Window$->Linux newbies, too. Thx. :oD

** - came up okay in my Window$ av - which is I'm told is what counts
since viruses aren't much of an issue in Linux.