After you've downloaded and uncompressed your new software, you'll have to configure and tweak it to conform to your system. In general, the changes you'll make will be things like:
Adjusting path names (e.g., to install it into /home/yourid/bin rather than into /usr/local/bin, where you likely cannot install software).
Specifying what kind of UNIX system you're working on.
Inserting your e-mail address and similar data.
Choosing one of two or three system-specific settings. What to choose for each system is clearly marked in the files you'll be using.
If you're installing a program that will be compiled, your steps will closely resemble these. If you're installing a script, the steps will likely differ somewhat, but go ahead ...