I need a set of download instructions for all the files ex) .rpm .tgz ECT
 

I need help! what do I write in the terminals when I want to install a downloaded file? could someone please tell me all the different file types, and how to install them?

The .tgz file is probably for slackware. A .tar.gz file is a tarball, which is a tarred and compressed sourcecode directory. There are plenty of messages on this site on how to install tarballs. An .rpm file is for an rpm based distro, such as Fedora, SuSE, Mandriva and others. You will need to read the manual that came with the distro, so that you know which types of source to download, although you can install from source (.tar.gz) in any case, but you will need to make sure that you have the compiler installed.

I know. I just want instructions please