how do i install a tiny tux?

What do you mean by install ?

sorry. i'm completely newbee. what do i do with the tux from the "tux factory"?

The files in the Tux Factory are plain image files, so there is no installation...

You can take some tux and put in a dock like Rocketdock

Do you want to know how to save it on your computer?

i know i can use them in rocketdock...but how? How can i insert them?

This is very simple, simply right-click on the dockicon you want to change and the select Icon Preferences, or something like that.
Then a window will come up where you can change the icon, by browsing to the icon you want to replace the old one with...

If this was a little hard to understand, I don't blame you...

Hope this solves your problem....