where is it and how do i access it.

for example if a program says the follwing

- Uncompress install_flash_player_6_linux_sa.tar.gz. A directory called install_flash_player_6_linux_sa is created. Navigate to this directory.

- From the command line, type ./flashplayer-installer to run the installer. For root users, gflashplayer will be copied to /usr/bin. For non-root users, it will be copied to a folder named bin in your home directory.

oh and i'm using red hat 8

goto the menu (the equivalent of "start" in win32), click on "run":

type :

xterm

alternatively , u will find under "system tools" , i think the item "Termminal"

just open the terminal, i think if you go to redhats menu and system tools, you will see the terminal listed there...
then you will do:
tar -zxvf install_flash_player_6_linux_sa.tar.gz
that is in fact that is the name of the file
then you will navigate to the uncompressed directory with :
cd nameOFfolder
then type the command it says to start the installer.

the terminal mode or command line is generally standard, redhat and others will often default to gui though for new users. you can switch back and forth by pressing control alt + f1-f6 then back to gui with control + alt + f7

or you can load a terminal, my favorite is Eterm, but xterm is more common

uhh i still don't understand.

how do i 'run' the program with the terminal?

you never used dos did you?
you type it, here are some basic commands
ls - list files in current directory
cd - change to directory
cd / change to root (main directory equivilent of c: in widnows)
./command - run a program that is located in the currect directory
shift+pg-up/pg-dn view text that scrolled above the screen and go back down
up-arrow = previous command
also there is tab completion, for instance you need to type tar -zxvf linux-bo-whatever.tar.gz
type tar -zxvf lin(tab) and it will try to fill the rest in for you

Typing the command and <enter>.

What program are you trying to start?

first download the thing, and save it someplace - say ur home directory.
now, open the terminal (by going to the menu, and sys tools, and selecting "terminal"), and if u saved the file in ur home directory, u will see it listed by typing an "ls" in the terminal u opened.

then type in :

tar zxvf install_flash_player_6_linux_sa.tar.gz.

A directory called install_flash_player_6_linux_sa is created. Navigate to this directory by typing in :

cd install_flash_player_6_linux_sa

now, type

./flashplayer-installer

wow you guys are great with help.
thank you so much. i was really getting troubled but this is an excellent place for fast help.