It would be easier if you could post the instructions here, but chances are you just need to run a script, possibly a "configure" or "install". The command will look something like this:
user@machine:/home/user/newsoftware/./install
Note the ./ before the command. This tells Linux to run the file. You could also type "source install" instead of ./install.
Really, post the exact instructions here, it makes it easier to help.
Damien
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