to run gnome, from the Terminal type "gnome". Its possible to make it run automatically at logon, or run from an icon, too.
To install KDE, it should be "sudo fink install kdebase3". (base packages only)
You would probably get a lot out of the "FinkCommander" program, which provides a graphical front-end to the install of Fink packages. You can browse all the apps available and decide which ones to install, and they'll be downloaded, compiled and ready to go. See:
http://finkcommander.sourceforge.net/