There are quite a few threads and not so surprisingly even more single posts about this exact matter - so you should try to search a bit before posting. Two main things before you continue:
1) usually (means almost always) you can't "install" any .tar.gz, .tar.bz, .zip etc. compressed archives; most of the time they just contain some files that are not "installers", but rather something like source code for example. Slackware uses .tar.gz packages, but that's an exception.
2) If you don't know the heck about compiling anything (specifically on Linux), maybe you should read a bit about it; if you do know, you aren't probably asking about this since you should be familiar with these package types.
After that..use the Search link at the top of the page. Search for the topic of this thread and you'll very probably find several almost or exactly identical threads. And answers..a lot of answers. Saves time and space if you do it before posting! Thanks!