If you are tying to install the tar.gz file for the KDE client from this source:
The steps are
1. open up a terminal
2. use the change directory command to get to wherever the .tar.gz file is
3. become root using the su or sudo command
4. unzip the .tar.gz file using the gunzip command
this will leave a .tar file
5. uncompress the .tar file using the tar command
tar -xvf file.tar
This should uncompress all of the files in the .tar file and put them in a new directory where you are located.
6. Enter the new subdirectory using the cd command
7. Read the INSTALL file that normally comes with such software using your favorite editor
8. Normally the install process for source code is
If you are able to use the ubuntu commands (apt-get and such), it might be easier, because that way you will be able to update the software more easily.