Urpmi has a list of sources, which you can add to via the Software Source Manager screen, or use the commands generated by the
Easy Urpmi site. If you select an item which you've searched through the sources for, it'll automatically get the dependancies too, so you dont need to install them one by one in a specific order.
You can still install downloaded .rpm packages like normal, and they'll appear in the Urpmi Remove software screen, as it still uses your rpm database.