So you have a tar.gz file and you want to compile and install it.. To do that you need the gcc compiler (not always but its good to have anyways)…
apt-get update sudo apt-get install build-essential
Cool, we have gcc and other essential build tools… cd into the directory with the tar.gz file and type the following
tar -xzvf myprogram.tar.gz cd myprogram ./configure make make install
That should pretty much do it… of course, depending on what you are compiling the steps may be a bit different but more often than not there is a readme file in the extracted folder if you ever need to do extra configuration.