this is too general of a question but i'll give it a try. assuming you don't have Debian:
tars are like zip files. first you untar them in a new directory. usually tar -xzyf <filename> while you're in that directory will do, or you can right click and look for the option Extract here..
once you've extracted all the files, cd to that directory you unpacked and most of the times you have to do:
./configure, then when it's done do a
make, and then as root (which means type
su and then the password) type
make install. that's it. after it's done, yu might want to do a
make clean so it'll clean out all unused and temp files.
with rpm's, they're like *.msi files where you just right click and find an option similar to Install or if you're using Yast2, choose "Install with Yast2". this will install the package by itself and you later can uninstall it.
the best way is to follow the instructions given by the developer. in tar files, when you extract, look for a text file called INSTALL.
that should get you through it.