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If you are just asking about installing a program.
It can be done either from the command line or, usually, also from the GUI.
You don't list which distribution of Linux you are using. That would make a difference either way.
I'm pretty sure Mandrake has kppp as a default package.
Are you upgrading or something?
The "kppp-1.6.25.tar.bz2" sounds like a source code file, which is not what you want unless you mean to compile the program yourself. You probably want to find an RPM to install KPPP, if neeed.
....and that install file is a text file to tell you HOWTO install kppp not to actually install the program...and to go through the process you must:
tar -jxvf kpp-x-x.tar.bz2
"cd" into the extracted files directory
and then typically you will do:
su -c "make install"
type root password
so if this doesn't stand true, the INSTALL file will make the liar of me
KPPP is the default dialer for Mandrake 9.1,if its not already listed under the www menu,it's on your instalation CD's.Go to install software in Mandrake control Center and search KPPP and it will tell you what cd to use.