first of all, go to `User CP' -> `edit profile' -> `distro' and enter which distribution you use (debian, gentoo, whatever).
what you called a zipped folder is most often called a tarball (technically it should be a `(g/b)zipped tarball', but the zipping part is often omitted). Also, tarballs don't contain folders but filesystems (that's what I heard, at least).
Now, onto your question:
$ cd /path/to/where/the/files/are
$ make install # this one may need to be run as root.
but if you have a decent distro, chances are that you can find the same program in your distro's repository. Since I don't know which distro you use, I can't help you more (see above regarding User CP).