I think you might be a little confused here...
When you download most
programs, and untar
them, they will decompress into their own directory. Inside the directory into which they decompressed, you can see if there is a configure script. It will be called configure. If there isn't, then you should read the README file that is probably
included in that directory. Most of the time if there is not a configure script, then you simply need to make and make install the program (meaning this program doesn't need to configure anything, and is probably self-sustaining).
So, as was suggestion way back there, if there is no configure script, you can probably safely get away with:
make (and when it finishes)
That might take care of it