It just has to be extracted fro the tar.gz compressed file, then copied into the appropriate directory on your system. That location varies between distributions, the README file explains how to determine the proper place to put it..
I believe on Centos the extracted file goes into /lib/firmware/
Just noticed your kernel version.. too old for the driver to be built into the kernel for this wireless card.
Too old for the Compat-wireless
Hopefully RedHat has backported the driver into that old kernel you have. If it's still not working withthe Firmware, then you need to go back to that Intel wireless page and download the driver and compile them for your kernel..