How can I type accents with my keyboard?

To type accents with your keyboard, you will need to configure the Compose key on your keyboard.

If you do not know the keycode for your Compose key, at a terminal window, type:

xev

You will immediately note lots of output in the window every time you press a key or move the mouse in the 'xev' window.
Press the key to the right of the Alt key.

KeyRelease event, serial 23, synthetic NO, window 0x2200001,
    root 0x38, subw 0x0, time 162868393, (287,143), root:(377,169),
    state 0x0, keycode 116 (keysym 0x0, NoSymbol), same_screen YES,
    XLookupString gives 0 bytes:  ''''

You can discard most of the output. For you, only this part is interesting:

keycode 116 (keysym 0x0, NoSymbol)

This tells you all you need to know: the keycode, the keysym and if and how that key is mapped.
Now that you know the key you want to map, you can create your .xmodmaprc file.
Copy the following line into the .xmodmaprc file:

xmodmap -e keycode 116=Multi_key

Change the keycode to the one that was outputted when you ran xev.

If you want this change to be permanent, add the following line into your shell startup script. For our example, we'll use .bashrc:

xmodmap .xmodmaprc

To see the list of key combinations, read:

/usr/X11R6/lib/X11/locale/iso8859-1/Compose

(Change 'iso8859-1' to whatever locale you use).
(Examples of other locales include: ja, ja.JIS, ja.SJIS, ko, koi8-c, koi8-r, koi8-u, vi_VN,zh_CN,zh_TW, etc)

Examples:

é = Multi-Key ' e
è = Multi-Key ` e
à = Multi-Key ` a
æ = Multi-Key a e
ö = Multi-Key " o
ø = Multi-Key / o