Did you guys not read his reply? He asked what "cd" does. Open up the file manager you have, and find the file you downloaded, where is it? Is it in /home/you/Downloads/ or somewhere else? If so, open up a command line and type this...
$ cd Downloads or whatever the name of the file that the download is located.
Now when in ther type this...
$ tar zxvf "enter the first few letters of the file, and press tab, itll finish it"
now most of the time, itll create a sub directory in the same folder, to see this, type "ls" on the command line to the see the directorys. You'll see a new file that is named similar to the package you uncompressed, or different. Im assuming you dont have a lot of files on your computer, so it should be easy spotting a new directory. When spotted in command line (or file browser) type
cd "first few letters of the file, and press tab" then press enter
In there type "ls" to view the contents of the directory. If you see "autogen.sh" "configure" and/or "make.something" then your in the right place. If its just a couple files, plz reply back, because Im just trying to show you how to compile a program from source not run an executable.
Now, in that directory, if there is one,(dont worry if this command doesnt work, most sources dont have it) type
$ ./autogen.sh (or just the few letters and press tab to finish it)
Then when its done, type this...
$ ./configure
After that type
$ make
Then you'll need to get into root. So...
$ su
Password: <<< your root password here, you should know it, unless this isnt your computer, then you shoudnt be compiling programs at all on it.
# make install
Then type exit when its done.
After it is done, type the name of the program you installed, or if you dont know, type the first letter or so of the programs name, and press tab a couple of times to show you the available programs starting with those letters. When you find the program you want to run, type it in the terminal, and press enter.
This should do it. O and I have slackware, and you CAN uncompress and compile .tgz files.