Ok, those are instructions for installing a 2.6 kernel when you already have Linux installed.
Part of your confusion is from the dual use of the term "Linux". Linux is used to both describe the Operation System kernel (what you downloaded, and the brains behind the whole operation for an OS); and the Operating System itself which encompasses the kernel and a bunch of other software.
So what I recommend you doing is starting out by picking a Linux distribution. A distribution is basically a complete version of the Linux Operating System. There are dozen's of different distributions. For a beginner I recommend something like SuSe (www.suse.com
) or Slackware (www.slackware.com
). Slackware would be a much more radical departure from Windows but will provide you for a better platform to learn what linux is all about (again, this is all my opinion, take it or leave it).
What you will have to do is download the bootable install cd's from which ever distribution you choose and boot off the CD to install it. This will install your linux kernel, along with all the other software you need to get started. All distributions come with install how-to's (at least all the ones I have ever used) to walk you through the process.
And just so you know, root is just the Linux/Unix term for the super user or administrator account on the machine.