Ditto the comment about posting only once.....
You don't "install" any of the file types you are discussing.
bz, gz and other suffixes are for the various compression methods. For example, run gunzip <filename> and you'll have a *.tar file. Next, run tar -xvf <filename>, and you will have "something"---generally a folder with either an installer script or a bunch of *rpm or *deb files.
Then (for example) run rpm -i <filename ending in .rpm> and your SW will be installed.
if it ends with .*z, then you need one of the unzippers
if it end with .tar, you need tar
if it ends with .rpm, you need rpm
to learn more about the commands, type (eg) "man rpm"
hope this helps