Really, you should look for installation documentation at the place where you obtain software. If this was unsuccessful, then the first thing to do is extract the contents of the archive, which can be done by running "tar xvf filename" in a terminal (without the quotes) ('x' is for extract, 'v' for verbose and 'f' to specify the filename). You should then look for further instructions that were contained in the archive (e.g. a README or INSTALL file), which you should read and follow. If you're having problems, then give us details about what you're trying to install and the problems themselves.
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