Well it depends on if you are trying to install them using rpm packages, or trying to compile them from source.
IF you are using rpm:
1) change to the directory where the rpm is in
2) rpm -ivh < The program.rpm>
3) If you are lucky it will install straight away.
4) Many times you will get a dependency error, so you got to install all the files it asks you to before you install your program
5) TO find those files, best place to search is www.rpmfind.net
6) Also a very good idea is to read the man pages for rpm, to see all the commands that you can use with it. ex. update an old package, or remove a package you installed previously
If you want to compile from source:
1) extract the file you downloaded
3) First thing to do is look through the readme file to see if there are any specific steps that need to be taken for installing the program.
4) To compile most source you do the following 3 steps
5) ./configure --> This one is followed by a number of options if you want to take control of how the program is installed, but using it alone if fine if you want a default install. ./configure --help will give you a list of commands that you can do.
7) make install
The problem is that these steps are not set instone. Some programs might need extra steps to install, but others might need totally different steps to install them. So you always got to read the INSTALL, an README files that come with programs that need to be installed from source. Also read any install instructions that are located in the site that you download the programs from.