Probably, if you right click on the icon of the downloaded file, one of the options will be, "Extract here."
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What/Where is the command line?
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Depending on your distro, you will probably find "Accessories" on the start menu, and one of the options there is "Terminal"
These questions are so rudimentery that it's difficult to generate the effort to answer them. I think you should spend a day or two studying Linux basics. I't sure that googling "linux newbie" will turn up several basic tutorials. If you're not willing to try a bit on your own, your Linux experience will be short and unhappy.