For example you want to install vlc.tar.gz file in ubuntu then first you need to extract this .tar.gz file using the following command
$ tar -xvzf vlc.tar.gz
one folder will be created with name vlc, go to this folder and now run these commands
$./configure
$make
$make install
if any dependency error message is shown then resolve that dependency and then run
$make
$make install
$ tar -xvzf vlc.tar.gz
one folder will be created with name vlc, go to this folder and now run these commands
$./configure
$make
$make install
if any dependency error message is shown then resolve that dependency and then run
$make
$make install