as the first thing you have to extract .tar.gz file because it is compressed archive similar .zip file. Use command tar:
tar -xzf file.tar.gz
To see which files are being extracting use option "v".
When the extracting is done, change directory:
cd extracted_directory
It is recommended read the INSTALL/README files to know if you need additional dependencies.
Usual steps:
./configure
If your software does not have configure file, you can skip this step and continue typing:
make
Command make will compile all the source files into executable binaries.
sudo make install
Make install will install the binaries and dependencies files into the appropriate location.
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