1) There is a program called Alien that does this. http://kitenet.net/programs/alien/
2) Most tarball's have a README, but the procedure usually goes:
tar zxvf filename
make test [optional]
3) Linux does not have any dlls. Most libraries are located in /lib, /usr/lib or /usr/local/lib. A full list of library locations for your system can be found in /etc/ld.so.conf.