extract one tar.gz:
* tar zxf filename.tar.gz
extract a certain file:
* tar zxf filename.tar.gz requested-files..
That's why your *.tar.gz doesn't work.
If you type "echo *" you'll see what every shell does, and why tar doesn't see the "*.tar.gz" you've typed.
for filename in *.tar.gz
tar zxf $filename