To install a .tar.gz file use as normal user ($) in the terminal:
$ gzip -cd file.tar.gz | tar -xvf -
You can also put the tar.gz file in the desktop or home folder and
doubleclick to it. Stuffit expander will extract a .app folder, the
application.
Try to start the application. You may get a error-message about security.
In this case, click to configuration/security and click to the lock for
authenication. You should see a button to allow to run the application.