what files did you download? did you get the source or binary? what installation procedure did you attempt? did they not come with a text file such as INSTALL or README? if they did, i would read it first as it usually gives a step by step method of installation, usually with specifics about certain platforms. if you do not have an INSTALL file, take a look here:
and please post any specific errors that you run into, if any. the more information you give, the better responses you are sure to get.
hope this helps.