not going to compile it in windows.. you can extract the files in windows, but what ever is in that tar is made for a linux box
go on yo0ur linux machine and type (in the dir where the file is..) #tar -zxvf <packagename.tar.gz> then, you'll see a newly created directory name similair to the package name... "CD" into it and do a "ls -al" to do a listing, then you'll see a INSTALL file (usually al in caps liek that somtimes wqith or with out extention) so just "vi" into it (eg: #vi INSTALL) and that will give you instructions on how to install the program (if it is one)
then again i am still new to linux...others might tell you different, but this seems to work for me
.. see ya on the other side Col..