So what is your question here? How to install the program you downloaded or how to change directories?
Let's go one at a time:
Install program - this will actually depend on what you have downloaded but as a general rule of thumb:
tar axf <file_name>.tar.gz
sudo make install
There may be other options required, but this work for most source based files.
Change directory - as opposed to windows, consistency everywhere is what is required. If you do an "ls -a" in any directory you will see all files and directories listed along with two that always exist, which are - . and ..
These have the following special significance:
. - the directory you are in
.. - the parent (or next level up) directory of the directory you are in
So now when put in context:
this can only ever mean, take me to the directory on level above where I am now.
Hope that helps.
PS. to get to your home directory, you can just type: