that question is answered all over the place.
1)on this forum (use the search function)
2)in the redhat linux guide
3)on the instructions in the readme of the file you downloaded OR on the homepage of the thing ur trying to install.
which is probably why although every1 knows the answer, but no1 has answered you.
just incase you havent already found out for yourself ill get u started. There are 4 possible ways somthing is installed......
MOST likely. RPM.
the file will be named somthing.rpm
type 'man rpm' at a command line and read the output
usually, you will be
rpm -Uvh file.rpm (upgrade)
rpm -ivh file.rpm (install)
rpm -e file.rpm (un-install)
comes as file.tar.gz / file.tgz
decompress tar.gz's with 'tar -zxf file.tar.gz'
decompress tar.bz2's with 'tar -jxf file.tar.bz2'
cd into the decompressed directory, read the readme,
usually install by
(3) an executable installer..
just run it or shell is
./installer.run or sh ./installer.sh
(4) precompiled tree.
just extract it wherever you want it, and run the binary.