A tar.bz file is just a compressed tar file. It doesn't "execute" anything however. It is a similiar thing to a .zip file in other OSes. You didn't read the man page of tar too well, as it tells you the -j modifier is to extract or compress a bz2 file. So if we make the assumptions that the file you downloaded is called something.tar.bz and you have it in /home/Kale.ktc, I would do this:
tar -jxvf something.tar.bz
That will extract the compressed files. The modifiers, j tells the tar program that the file to work on is compressed by bz2, x is for extract, v is verbose, so it tells you everything it is unpacking, and f tells it you are pointing it at the standard input file. Everything will be extracted to the current directory, which is /home/Kale.ktc in the example. Most tar.bz files will create their own new directory, usually named the same as the tar file itself. In our example, that would create a new directory called something in /home/Kale.ktc, so you can cd into the new something directory, and work with whatever is there.