I presume you mean you want to install a package supplied as source code and not as binaries?
Well, sometimes it varies, but the general procedure is as follows.
1. If the file comes as a tar.gz file, you need to extract it. This can be done by typing "tar -zxf tarname". After this is done you change to the directory where the files went using the cd command.
2. Most source code distributions come with a script that compiles and installs the program. Type "make" at the shell and press enter. If all goes well, you should see the program being compiled.
3. Check if the program comes with an install script. Type "make install" at the shell. If you get an error, do an "ls" to see all files and see if the make command created an exceutable file. If it did, it can be launched by typing "./filename".
Good luck!
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