The simplest way to install a single package you've downloaded is with the command dpkg -i (short for dpkg -install). Say you've downloaded the package icewm_0.8.12-1.deb and you'd like to install it. First log on as root, and then type dpkg -i icewm_0.8.12-1.deb, and icewm version 0.8.12 will be installed. If you already had an older version, dpkg will upgrade it rather than installing both versions at once.
If you want to remove a package, you have two options. The first is most intuitive: dpkg -r icewm. This will remove the icewm package (-r is short for -remove). Note that you give only the icewm for -remove, whereas -install requires the entire .deb filename.
-remove will leave configuration files for the package on your system. A configuration file is defined as any file you might have edited in order to customize the program for your system or your preferences. This way, if you later reinstall the package, you won't have to set everything up a second time.
However, you might want to erase the configuration files too, so dpkg also provides a -purge option. dpkg -purge icewm will permanently delete every last file associated with the icewm package.