however, if you do need to install those programs anyway...
i guess, the files you've downloaded are installer programs, so if you run them, the wizard will unpack and install the contained program data. please notice, that some programs require root-level access in order to do a correct installation, so you might need to do the instructions bellow as the root user. however, some programs can be installed in your home directory only and they can be installed by any user. always read instructions and manuals!
you can run a bin file in two ways: from shell (command line) or directly from folder-window (nautilus). the last way is very simple - just do double click on the bin file, and choose "Run" in the dialog. if it does not work, make sure the file is set to be executable (right click on the file->Properties->Permissions-tab->Execute check-box on).
if you still can't run them from nautilus, then you can try to do it from the terminal window. start new terminal (Applications->Accessories->Terminal), and do following:
1. go to the folder where you saved the file, let's say folder
downloads
2. set executable attribute on the bin file
Code:
chmod +x installer.bin
3. launch the program
of course, you must replace the names in the example with the right name of your file
hope this helps!