Linux Tar.gz Install

How do you install a tar.gz file on linux? Do you just uncompile it?
what do you do? Do you just uncompile it or do you have to use the terminal?
In terminal , tar zxvf
Linux – Fresh Minimal 9.10 Backtup Restore (Backup_nov.tar.gz) Jan/29/08 (After Grub2 Bug)
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