Just to follow up, in Linux, just like windows, there there is a simple point and click installation method. Windows applications generally have install programs. Linux applications do as well, in a sense. In Linux, the name of the installer is RedHat Package Manager. Its as easy to use as windows, you just point, click and follow the instructions. But, not all programs are available in RPM format. If it is not you have to use the method above, or a similar method. Most programs however are, but some are not. This is because it takes a bit of time to package the program in RPM format. So an application will usually be released compressed before it is released as an RPM. Windows cannot do this. The installer must be made before a program can be installed. Also, when you compile a program you manually unzipped you have more control over where it is placed than you do when it is unpackaged with an RPM. Again, windows does not give you this option.
By the way, the file you are working with had the extension:
.tar.bz2
whenever a file has that extention you use the method above, but the majority of non-rpm files you download have the extension:
.tar.gz
in which case the method you use is exactly the same as above except that instead of
tar xjvf
you use
tar xzvf
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