Often on Linux it's required to compile programs yourself from source. Normally this is a very simple process.

Start by untar/zipping the files, then enter the new folder and configure like so (options can be set during configuration):

./configure

Next, it's time to 'make' the program. For this you will need some kind of compiler installed, along with the make application. These can be downloaded using the relevant package manager for your distro. To make the program, simply run:

make

After which the compiler output will be shown in the window, along with any errors if it goes wrong. Assuming all works, all you need do now is install the software, like so:

make install

The software should now be working.