It depends what you've downloaded, or, more specifically, how it is compressed etc. with regards to 'tar'
'tar' is just a way of archiving, on top of that you usually compress it, whether it ends in
.tar.gz || .tgz
.tar.bz2 || .tbz2
or even just .tar- you need to 'unpack' it as it were, see
for your options, but basically for a gzip'd tar archive;
tar xvvzf archive_path.tar.gz
where x means ex
tract, v is for verbosity, z is for gz
ip and f is for preserve f
Similarly a j instead of the z will do for bzip and neither will do for pure file.tar
When compiling from source your best way is to do a quick ls to see whether or not there is a README or INSTALL file. The convention is the three part
sudo make install
(Though be aware that this means you have to manually grab the dependencies, this wont do it for you)
Some apps, especially certain apache ones (or last time I spent any time with them) use their own methods of installation, as do such things as wicd- so looking in the directory structure is your best bet.