The best way is through the software center. If something isn't there, you can install it from source, which is what you're trying to do. A .tar.bz2 file is like a .zip file, just an archive of directories/files. Use "tar -jxvf file.tar.bz2" to unpack it, cd into the extracted directory, and read the README or INSTALL file that's there. It should have the rest of the instructions.
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