If you are referring to the downloaded themes which are .tar.gz, just drag them to the Appearance>Themes dialogue box. Install na na siya dayon.
If it's an app. Daghan possibilities ana. Best imo iopen ang tarball using archiver. Tan awa unsay sulod. Usually ang source code sa application is in that format. If that's the case, kinahanglan pa na icompile. Usahay pod within the tar.gz is a .deb. Sulayi lang jud tan aw ang contents. Basin gani naay instruction didto.