Redhat 7.2? Well I'd first recommend to dump it and install another distro like SuSE. But if you really want to keep it, rpm is probably in the /sbin directory. For some reason, RedHat decided to take that out of the root path.

So, to run it, type /sbin/rpm ...

I personally never recommend RedHat to a new user. It's convoluted, has no decent mangment tools, etc. SuSE has Yast and Yast 2 allowing great control in text mode or graphical, and Mandrake has probably the best graphical tools anywhere. RedHat on the other hand has staginated for years now.