The command rpm2cpio finger-0.17-9.i386.rpm | cpio -imVd extracts all files from the rpm archive finger-0.17-9.i386.rpm. It creates the directory structure relative to the current directory.
In order to install source rpms *.src.rpm you need to rebuild the package (as root): rpmbuild --rebuild package.src.rpm This results in a binary rpm. On Suse 9.2 the newly created binary rpm can be found in /usr/src/packages/RPMS. You can install it as usual: rpm -ivh package.rpm
After you run the rpm command from the command line, you always should run the SuSE config command in order to update the SuSE configuration files.