If you want to install software from source, it usually comes in .tar.gz format. What you would do is this:
Open a console window
Make sure the .tar.gz file is in your home directory, or even better, make a specific source directory, and move the file into there:
mv filename ~/src
Then you need to decompress it. Go to the sourcce directory:
tar xvzf filename
This should have created a new directory for you, similar to the name of the .tar.gz file
Enter that directory with:
su Will prompt for root password
exit To get out of su mode.
You should then be able to run the program by typing its name. More instructions are almost always given in the file INSTALL which is found in the ~/src/dirname directory.
./configure configures everything, and if there are likely to be problems with dependencies etc., they should show up there, with a brief explanation of what the problem if (usually you need another library/an updated version of something)
To uninstall a program, simply go into the directory in which you un-tarred it, and type:
su Again, prompts for root password
Hope this helps