tar xzvf name-of-file.tar.gz
And then it will extract into a new dirctory called name-of-file.
cd into the new directory, do an ls and look for two files, a README and or INSTALL file. Use less or cat to read the files for direct instructions on how to install the themes. Themes aren't usually anything you have to compile, you just have to extract the data and then place it in the most appropiate spot, depending on what WindowManager/Desktop your using, etc.