Don't you just love when someone offers files for download without telling you what to do with them?
Anyway, those are what are known as "tarballs" - compressed files containing a bunch of other files. Sorta like "zip" on the Windows platform. To extract them, you can use a GUI file archiving program, but I'd say the easiest way is to pop open a terminal window and do this:
cd /path/where/you/saved/the/file.tar.gz
tar xzvf file.tar.gz
That will extract them into the current directory. From there, hopefully there is a README that tells you what to do with them afterwards.
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