just incase you havent already found out for yourself ill get u started. There are 4 possible ways somthing is installed......

(1)
MOST likely. RPM.
the file will be named somthing.rpm
type 'man rpm' at a command line and read the output
usually, you will be
rpm -Uvh file.rpm (upgrade)
rpm -ivh file.rpm (install)
rpm -e file.rpm (un-install)

(2)
SOURCE CODE...
comes as file.tar.gz / file.tgz
or file.tar.bz2

decompress tar.gz's with 'tar -zxf file.tar.gz'
decompress tar.bz2's with 'tar -jxf file.tar.bz2'

cd into the decompressed directory, read the readme,
usually install by
'./configure'
'make'
'make install'

(3) an executable installer..
just run it or shell is
./installer.run or sh ./installer.sh

(4) precompiled tree.
just extract it wherever you want it, and run the binary.