The first thing to do is to see if those programs already exist in the (k)ubuntu repositories. Here's a web interface that you can
search or use
apt-cache search packagename or search in synaptic.
If they are, install the preinstalled binaries of those games and programs. It'll be easier. Either
apt-get install packagename or use synaptic to mark and install.
Okay, now if those packages don't already exist, you'll have to build from source. That involves a lot more, specifically you untar and unzip those packages, then you
sudo apt-get install build-essential (the compiling tools), then you read the documentation in each of those zipped archives. Then you do something like
./config,
make,
make install or some such depending on what the README says...