[ALUG] GZ files

Hi, me again, I have been looking around the Linux.org site, and noticed that nearly all of there downloads are in the .gz format (I asume this is compressed a bit like .zip). Uncompressing proberbly won't be a problem, but how do I install the file/program from there? More to the point, where can I find instructions that will tell me what to do? (Bearing in mind of course that I am running Suse, which seems to be a bit different from other flavours of Linux). Regards, peter