Well it's the classic linux way of installing softwares and it is most recommended way if you're really wanting to learn linux to compile distros from the source.
Or you can do is download the program from net using this command
Code:
sudo apt-get install <name of the program>
You can't use dpkg in this case as it's not a .deb file.
I'd rather suggest you learn installing from source. Once untarred, there will be a README file that will guide you how to go about installing the software.