Many themes, styles or window decorations are installed using the directions that came with them such as a README or INSTALL text file. Some themes include their own installers within the archive (i.e. xpKDE Theme)
You might want to check out the following link for additional assistance.
http://www.kde-look.org/help/index.php
Oh, and be careful to choose themes/styles/decorations that install and work properly under KDE 3.2. Remember, not all themes/styles/decorations work on all versions of KDE.
Hope this helps.
p.s. You may also want to check the following link out as well. I haven't tried it under 3.2 but it may work.
http://kde-look.org/content/show.php?content=14451&vote=bad&tan=79429897