Yes, you can. But what you must do depends on the contents of the .tar.gz file. Frequently, its contents are the sources of the software you want to install. In that case, it should be possible to install via the ./configure, ./make and ./make install commands. For this, you will need development tools and I don't know if Ubuntu has them in a standard install.
Often however, a tar.gz file carries an installation script that can often be run using ./install or something like that. You should read the README file that almost always comes with your download.
In any case, you can unpack the archive with tar xzvf the-name_of_your-package.tar.gz, read the README, INSTALLATION and other useful information textfiles and then you may know how to proceed, or what question to ask.
Last edited by komodo; 07-20-2008 at 12:24 PM.