If you have downloaded the Cyrus imap server and the SASL libraries, unpack them into some working directory. First you will need to compile the SASL libraries. Change directories to the top level of the SASL directory and run ./configure. I usually run ./configure with the --disable-krb4 --disable-gssapi since most Red Hat systems do not have Kerberos built in by default and I do not want to install it on my system. Next run make and make install. After you run make install, you may want to create a symbolic link from /usr/local/lib/sasl to /usr/lib/sasl by typing:
ln -s /usr/local/lib/sasl /usr/lib/sasl
The next step is to create a cyrus user. The simplest way for inexperienced administrators to do this is by using the linuxconf utility, simply type linuxconf --text at the command line while you are root. Using the tab key and arrows, you should be able to find the user management menu. Add a user with the name cyrus whose primary group is mail. This user should not have any administrative privileges. You will need to su to cyrus in order to finish the installation so do give the user a shell. You should probably not allow this user telnet access or any other remote access as well.
Next install the cyrus imap server, change directories to the top directory of the cyrus-imap package and run ./configure. I usually enable the --enable-netscapehack option. Next run make depend, make and make install.