You'll need to usually "untar" or "unbzip2" them first.
Then you need to configure them.
Then you need to compile them.
Then you need to install them.
For example, if I have "ra816bdriver.tar.bz2" which I got from Real Tek to drive my 8168b Ethernet LAN card, I'd need to do the following to get it installed.
1. Copy or move the file with the GUI to my home directory.
This is usally located in /usr/home/yourusername
where "yourusername" is the Linux username you are using.
2. Open a terminal
A "terminal" is a user interface environment where, contrasting with the GUI, you don't use the mouse you type commands to the system for execution. On most distros with KDE, "konsole" is a good terminal choice, or if you are feeling hardcore "xterm" will suffice as well. How you start these are up to you, it differs from distro to distro and version to version.
3. In the terminal, assuming your driverfile is called "ra8168bdriver.tar.bz2" you can now "unbzip2" it:
# bunzip2 ra8168bdriver.tar.bz2
Note that the ".bz2" disappears after you "unbzip2" the file.
Now, "untar" the file:
# tar xvf ra8168bdriver.tar
Now you should end up with a new folder in your home directory that contains the driver source code. In this case it might be called 8168bdriver.
4. Now we need to "configure" the driver. This means customising it for your specific system and environment.
Still in the terminal, change into the new /home/yourusername/8168bdriver folder that you got as a result of step 3.
# cd 8168bdriver
To configure the driver, you usually just type the following:
but this can vary from driver to driver and application to application.
5. Now you need to "compile" the driver. This means translating its readable source code into machine code that your computer can execute.
To compile the driver, you usually just type the following:
6. Now you need to "install" the driver. This means moving the machine code file (in the case of a driver some new file with a .ko extension, and maybe some other files too) to your kernel's modules folder. Don't worry too much about this, usually, for supported kernels or kernel versions, the driver's install script "knows" where to put the resulting .ko you got from step 5.
To install the driver, you usually type the following
# make install
The driver is now installed in the -system- but you might still need to install it into your running kernel.
Note that the above is very vague, and since you provide very little information as to which drivers or applications you want to install, the above is also very generalised. But in general this is what you need to do.