It isn't a tar file, so to unzip it, you need to use either:
Code:
gunzip filename
or
tar -xvzf filename
'z' for filtering through gunzip and 'f' for filename. I believe you always need to use 'f' filename if you are extracting from an archive when using 'tar'.
If in doubt, use gunzip if possible.
Then, after extracting it, either use 'sh wings-0.0.9.run' or chmod it so you can execute it using './wings-0.0.9.run'.