It depends on situation.
What is your operating system?
Windows:
No easy way exists to run Linux program in windows. Use VirtualBox or VMware virtual environment, download Linux OS, install virtual Linux machine and then install your downloaded program in Linux.
VirtualBox free download (virtual environment):
Welcome to VirtualBox org
Ubuntu Linux OS free download (virtual machine):
http://www.ubuntu.com/download/desktop
Your final installation set look:
Your downloaded program
Linux operating system - installed as virtual machine
Virtual environment
Windows OS
These components are installed on computer
Linux:
There exists more program packages types :
RPM package installation (Centos, RedHat, OpenSuse...)
rpm -ivh program_name.rpm
Debian package installation (Ubuntu, Debian...)
sudo dpkg -i program_name.deb
or
sudo apt get install program_name
General compressed file / installator
File extesion examples:
package_name.tgz
package_name.tar.gz:
Unpacking
tar -xvzf program_name.tgz
Installation of executable file :
./install.sh
(or another file from the package)
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