There are different procedures for RPM and TAR (source) installations.
RPMs are typically binary (unless specifically mentioned as source RPM) and they can be installed using the command)
rpm -Uvh packagename.rpm
In case you get dependency errors at this point, you might need to install other packages (depending on the dependency to correct the problem.
TAR.GZ are typically source installations (unless there is an install script which can vary from application to application).
To install programs via TAR.GZ, you need to
1. Unpack the archive into a directory.
2. chdir to the installation directory.
3. Issue the command
4. If configure runs without errors, issue the command.
and then if make runs without errors, issue
These are all generic instructions of course, but you need to read the README or INSTALL file on the archive if there are any specific instructions given for your software.