First of all, you are better off asking this on a forum like os2world, secondly, only very old versions of OS/2 come with only WebExplorer as the web browsing option, newer versions have Netscape and Firefox etc. Trying to install RPM etc on such an old system that has not been updated etc is bound to fail, you will have to install Fixpack 40 or higher and a few other dependencies before you can hope to install software like RPM that is 25 years younger than the OS version you are trying to install onto.
First of all, you are better