Well, it depends a little on the distribution of Linux you're using; if that program is available as a "distribution-native" package, trough your package manager application, I suggest you install it from there. That's the easy route: click and play. If it's not, as it might easily be, you need to make some hands-on work..
Is it *just* a .tar file, or a compressed .tar archive (.tar.gz, .tar.bz2, .tar.Z or something)? Because extracting it depends on that

But here are examples for the three most common cases, plain tar, Gzip compressed tar and Bzip2 compressed tar achive:
1) if you have a graphical desktop (KDE), you could probably just right-click on the file and select the extract option. That's the easy way: looks like WinZip.
2) Ok, command-line then, if you like it that way..
2-1) plain tar archive: filename.tar
To view the contents:
Code:
tar -tf filename.tar
-t for viewing the contents, -f (followed by the filename right after it) for file.
To extract the arcive,
Code:
tar -xvf filename.tar
Here -x for 'extract', -v for 'verbose' (more information displayed - not needed, actually) and again -f for 'file'. Note that below are shown the extract commands; to list contents, replace 'x' with 't'.
2-2) Gzip-compressed tar archive: .tar.gz (or .tgz is the same thing):
Code:
tar -xzf filename.tar.gz
Again -x for 'extract', -z for 'gzip compression' and -f for 'file'
2-3) Bzip2-compressed tar archive: .tar.bz2:
Code:
tar -xjf filename.tar.bz2
Like you guessed, -x for 'extract', -j for 'Bzip2 compression' and -f for 'file'.
Now you should have the archive uncompressed/-archived. See what's inside. You *should* find either or both of these two files:
README and/or [/i]INSTALL[/i]. They contain the instructions from now on..so read them trough. They're plaintext files, so any text editor/viewer shows them.
The usual way to compile a program from source code, provided that the compiler etc. is installed already:
Code:
./configure
make
su -
make install
That means:
- configure sources (if configure script available); options for configure script may alter the "end-product", so see './configure --help' for more information.
- make = compile the code
- su - = become root; password needed. If you've set up sudo (like in Ubuntu), you can skip this and add 'sudo ' in the beginning of the next command for same result.
- make install = execute the 'install' target of make, if available: this usually copies the compiled files into their places on the system, and requires root privileges (hence 'su' or 'sudo').
That's about it..