Fine manipulation and installation tasks are usually done through the console window in linux. So open the console window (or terminal) and
where direcotry_name is the name of direcotry which has .bin, .tar.gz etc files.
Then there are different procedures for installing different files.
this has happened with every file i have tryed to open so far including executables like .bin and .exe
Linux doesnt support .exe files.
If you have anymore questions after reading those two webpages, feel free to post.