on a default install of fedora 12 tar is auto installed
from the default Gnome desktop ( nautilus file manager) just double click on the file
then extract it in the default archive manager.
then read the README and INSTALL file
( your root password when asked)
you will also need to install the *-devel rpm's for gcc ,gnome ,bluetooth , ...
read the man page for yum
there is a group list option
do a groupinstall of the required things
---------- BUT -----------
there SHOULD be something much newer AND supported for a "nokia 3110" phone
that program is from 2008 and might NOT build using gcc 4.4 ( default fedora 12 )
it might even be auto recognized if you just plug it in .