OK.
As far as i know, Mandrake is a RPM based distribution, which means that you can use RPM packages to install programs.

So download the RPM and install it either with some mandrake specific tool or with:

$ rpm -Uhv gtk-gnutella-0.91.9-1.i386.rpm

That's it. Just type gtk-gnutella to launch it. You may want to switch to leaf mode.
Now go and read a linux book, tutorial, whatever on howto compile most of your software yourself