well the thing is, is that it is dependant on how the package was built regarding where it goes ... so i can't really answer that question, but a thing i will tell you is that typically whatever the name of the file is, is more so what you will type .. for example we'll pretend the file you download is -> mplayer-.84.28.x.s85.rpm ... when you install it, you more than likely will only have to type 'mplayer' to get it running .....
as of how to install them well the following i will show you, first for an rpm:
rpm -ivh filename.rpm
as of the tar.gz :
you first uncompress the file by typing :
tar -zxvf filename.tar.gz
then you will change dirtecory into the uncompresed folder ... so we'll pretend again you have the file --> mplayer.tar.gz .. and usually when it uncompresses it keeps the name of the package to name the folder so with that said you will type :
now when you get into the folder the first thing i will tell you is to read the INSTALL file and / or the README file to get instructions on how to install it, but
the steps are typically :
su -c "make install"
but again its all dependant on what you are trying to install, so you'll have to read the instructions, but it is usually done like this ...