Basically the command will be something like this:
# tar -xvzf /thefilenamehere
That should un-tar what all the files into a directory named after what ever file it is. From there in the files, most come with a README or INSTALL file which should tell you how to install from there.
What file did you download? Was it just drivers or was it a particular program? You might need to goto http://www.linuxdoc.org
and read the HowTo's there. They have much info on just about everything.