Thanks Crow & Just17. Have installed Okular and it works perfectly. 
Don't want to seem a pain but could someone answer the other part of the question. If one downloads a non-repository file with a file-type of perhaps .deb, .bin, .rpm and tar.bz2, what are the processes to install them?
Thats a bit advance question.
Files that starts with .deb extension are debian packages,this is an rpm distro so you cant just install them.
One way to work with them is to convert them using a program called "alien" i think to an rpm and then install it.Of all the dangerous things you could do to your system,this one probably among the top 3.
You could also extract them(using ark for example) to see what the package contain,depending on what it contains,you may simply find the executable in the extracted folder and run it.You would have to do to run it depends on whats in it and the dangers mentioned above also depends on whats in the folder.
Files with .run extension are usually self extracting archives,a package of some sort.They usually self extract and then auto installs themselves.These are executables,you just run them like any other program and they will take it from there.
Files that starts with .rpm are rpm packages.They can be used to install programs using rpm program.PClinuxos is an rpm based distro so if you are to install a package from out of repos,an rpm package will be the package to choose.RPM packages are installed using a program called "rpm".
Files that starts with .tar.bz2 or .tar.bz or .xz are source code packages.There packages are used to distribute source code.The above mentioned packages distribute prebuild/binary files.These packages distribute source code to be build locally.If you want to compile programs yourself,these are the packages to get,if you want prebuild packages,above mentioned are what you should get.How you build them depends on what they contain,instructions are usually given inside.