Several documentation sources:
HOWTOs, short documents on precise points (usually far from what we need here, but sometimes useful). Look on your disk in /usr/share/doc/HOWTO (not always, there are sometimes elsewhere; check that out with the command locate HOWTO),
The manual pages. Type man <command> to get documentation on the command <command>,
Specialized literature. Several large publishers have begun publish books about free systems (especially on GNU/Linux). It is often useful if you are a beginner and if you do not understand all the terms of the present documentation.
If you have bought an "official" Mandrake Linux distribution, you can ask the technical support staff for information on your system. I think that the technical support staff has other things to do than help all the users to install additional software, but some of them offer a x days-installation help. Perhaps they can spend some time on compilation problems?
You can also rely on help from the free software community:
newsgroups (on Usenet) comp.os.linux.* answer all the questions about GNU/Linux. Newsgroups matching comp.os.bsd.* deal with BSD systems. There may be other newsgroups dealing with other Unix systems. Remember to read them for some time prior to writing to them.
Several associations or groups of enthusiasts in the free software community offer voluntary support. The best way to find the ones closest to you, is to check out the lists on specialized websites, or to read the concerned newsgroups for a while.
Several IRC channels offer a real time (but blind) assistance by gurus. See for instance the #linux channel on most of the IRC network, or #linuxhelp on IRCNET.
As a last resort, ask the developer of the software (if he mentioned his name and his email address in a file of the distribution) if you are sure that you have found a bug (that may be due only to your architecture, but after all, free software is supposed to be portable).
To find free software, a lot of links may help you:
the huge FTP site sunsite.unc.edu or one of its mirrors
the following websites make a catalog of many free software that can be used on Unix platforms (but one can also find proprietary software on these):
http://www.freshmeat.net/ is probably the most complete site,
http://www.linux-france.org/ contains a lot of links to software working with GNU/Linux. Most of them work of course with other free Unix platforms,
http://www.gnu.org/software/ for an exhaustive list of all of GNU software. Of course, all of them are free and most are licensed under the GPL.
you can also perform a search with a search engine like Altavista/ and Lycos/ and make a request like: +<software> +download or "download software".