First you will have to bring up a console window. Then use "cd /path/directory" to get to the directory containing the source code for the program in question. Then run "./configure", then "make", then "make install". For a full description of the process of extracting, compiling and installing, check out the link below.
http://www.tldp.org/HOWTO/Software-Building-HOWTO.html .
Very good
