First, please give details on something like this. As a minimum, tell us what you are trying to install.
Always try your package manager first for installing new SW.
tar.gz and tar.bz are suffixes to describe files that have be archived and compressed. When they are unpacked, they may or may not contain source code. The first thing is to unpack and see what's there:
tar xzvf filename
tar xjvf filename
You will now have a folder with the same name as the original archive. Open this folder and see if there is a file named "Makefile". If so, you will then typically enter "make" and "make install". But first, look for a "README" with instructions.