From time to time every Linux user will run across a program that does not come in a nice packaged DEB or RPM. Often in the form of a tar.gz, tgz, tar.bz, tar, gz, tar.bz2 or tbz2 format. This is how you can make use of them. Remember to have a compiler installed and any dependencies for the software you installing.
Extract
To uncompress your file run the following command that applies to your extension.
tar -zxvf file.tar.gz
tar -zxvf file.tgz
tar -jxvf file.tar.bz
tar -xvf file.tar
gunzip file.gz
tar jxf file.tar.bz2
tar jxf file.tbz2
Compile
Often software will come with a README or install file that should give you instructions on how to install it and any required dependencies as well as how use it. It will probably say the same I have here, or something similar. Once you extract the source, cd into the newly created directory.
ls
cd path-to-software/
Now as root configure the software, this sets up the software and compiler for your system.
./configure
make
Install
Okay, now for the last and simplest step, the install.
make install
Everything should have gone well; enjoy your new software!