LinuxQuestions.org - installing new apps

Hey guys I hope you can help me. I need to know how to install a program that I have downloaded. Windowmaker would be a good example. I dl'd it and I need to know what to do next. I want to learn to install the tar gz files from the command line. I have bought a few books on running the linux shell but they all assume that the reader already knows these basic things. Please excuse my ignorance, I'm realy excited to learn linux but I have nobody else to help me. If any of you live near Phoenix let me know and I'll buy you a beer or something, thanks:newbie: