X windows is the underlining gui part. Other ones you see like KDE, Gnome, TWM, or fluxbox are desktop and window managers. They control the "feel" and operation of the windows.
Software in Linux is usually "layered" you have something that is running in the background, but have other software running on top that uses the lower software.
It's pretty simple, you have Mozilla Web browser, runs on the windows manager, that runs on X windows, that runs on some other software, that runs on the kernel, which acccesses the hardware which ate the cat which ate the mouse which swallowed the spider that lives in the house that jack built.( or something like that)
You can go ahead and install X windows and a GUI. IT WILL run a bit slower, but usually its not a big deal. If you want to then you can just shut off the gui when not using it, and it won't use up a resources other then some diskspace.
In redhat they easiest way to turn off X is to use this command from the terminal: "telinit 3"
I like to tell people
Google is your friend. Clicking there will give you access to a whole internet of information. Which can be a bit of trouble to search thru.
check out here for some samba help
That took my 2 minutes to find in google using a search for
samba redhat guide
There is lots and lots of other places to get help with samba and other stuff. Also check out
the linux documentation project
Next step after setting any server up is to check out some information about passwords and security and stuff. Go to keep yourself safe!
Good Luck!
edit:
PS. I like to use Apt for RPM's for installing packages for Redhat over the internet.
Freshrpms. It works for me, but becarefull milage may vary.