If you have downloaded binary RPM packages suitable for your system, you can quickly install them with the usual rpm command line:

% rpm -ihv milteroo-0.1-1.i386.rpm
% rpm -ihv chainmail-0.3-1.i386.rpm

You don't need to install milteroo-devel package, unless you want to recompile chainmail from source.

If you have downloaded source RPM packages, first build milteroo package:

% rpm --rebuild milteroo-0.1-1.src.rpm

Then install the compiled packages:

% rpm -ihv milteroo-0.1-1.i386.rpm
% rpm -ihv milteroo-devel-0.1-1.i386.rpm

Once milteroo is installed, you can build and install chainmail:

% rpm --rebuild chainmail-0.3-1.src.rpm
% rpm -ihv chainmail-0.3-1.i386.rpm

Note: with newer versions of RPM you may need to use command rpmbuild for building instead of plain rpm.

Finally, if you have downloaded .tar.gz packages, first compile and install milteroo:

% tar xvzf milteroo-0.1.tar.gz
% cd milteroo-0.1
% ./configure
% make
% make install

and then chainmail proper:

% tar xvzf chainmail-0.3.tar.gz
% cd chainmail-0.3
% ./configure
% make
% make install