Hi,
A lot of software for linux is distributed as its source code, which means that you need to compile the software before running it. First, check if you installed the development packages for your distro (type gcc in a terminal, it should say "no input files" or something to that effect). If not, then install them from the CD.
After that, open the directory where you extracted the package, and then read the documentation files provided.
The most general way to compile software is to type the following in the directory of the source code -
Quote:
./configure
make
make install
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Each command will have an output, and expecially the make process can take time for large software.