I want to be able to turn off the screen saver so I can watch videos without having to move the mouse. I downloaded and opened Caffeine: https://launchpad.net/caffeine
It looks to me as if it opened and ran in the terminal, but I don't see it anywhere. Is there a way to see if it's installed, and how do I get it to run?
Downloading something from launchpad is unlikely to get you an installed program under Vector. Looking at the page, you would have downloaded either a Debian package or the source. Neither will work directly. In some instances, you may be able to convert a .deb package to a .tgz package suitable for Vector. Otherwise, you will need to download the source and build the application you want.
Or, as a final option, request a package.
Since it looks interesting, I'll see if I can get it built. May take a couple of days though - I'm a bit pushed for time at the moment.