you said your prompt was jaypugh@jaypugh-desktop:~$
Your computername has the word desktop in it. You are not in your desktop directory.
Open the termonal then to change to the Desktop Directory issue the command
> cd Desktop
(Where the > is your prompt.)
Your prompt should then say jaypugh@jaypugh-desktop:~/Desktop$
now issue a command ls -l
This will list the files in the current directory. One of them should be the rpm file you downloaded.
If not make sure you are in your desktop directory (use pwd it will tell you your current directory.)
But you may not be able to install the file unless you have root priviledges. Either use su – to get to root (and then putting in the root password) or if you have sudo rights use
> sudo rpm -Uvh Fuji_Xerox-DocuPrint_C525_A_AP-1.0-1.i386.rpm
You will be asked for your password and then it will install.
If you can not find the file use cd and pwd to ensure you are in the right directory and ls to see if the file is there.
Of course you could just open your desktop directory in a file browser window, double click the file and install it using a gui rpm manager.