Try this:
Copy the file to a convenient directory. Your home dir is fine.
Then do this:
tar -xvzf yourfile.tar.gz
cd to the new directory.
Usually there is a file in there called 'configure' Run it like so:
./configure
Once that is through, type ' make ' and the program should compile.
Sometimes there is no configure file and you just need to type ' make '.
After you make the program, you usually have to install is as the user root, like so:
su root
(enter root password)
make install
There should always be an INSTALL or README file in the top of the new directory, Read it with the less command, like so : less README
Everything in Linux is documented. Be sure to read the instructions, it is the only way to become proficient. Make this site your best friend:
www.tldp.org
"There is only one secret to Linux: it permits no secrets"