Find the "tarball" I.E. the package you downloaded in either Konqueror, or Nautilus depending on whether you use Gnome or Kde or another Gui. then right-click on it and select "Extract here'
this will automagically uncompress the package and install it on a brand new folder with the
name of the package and version number.
Once you have read the Install file, and understand it fully; Then follow all directions given by the
package maintainer. Most of the time you will wind up with a fully and properly installed piece of software.
That said, remember not everyone has the same hardware and software installed in one's machines so therefore even if you follow all instructions to the letter, the package just will not install.When that happens. Get all the information you can about your machine, such as Cpu,
amount of RAM video card, even Motherboard. and post another question with all that information including error messages given out by the installer. Sometimes in that cryptic error message
somebody could problably give you a hand with a clearer view of what the problem might be.