If you download documents, utilities, softwares or anything else for Linux, you will find that a lot of them have extensions of .tgz or .tar.gz. In that case you will have to type the following command to extract the files. Replace filename.tar.gz with the name of the file. In that case you will have to rename your files before extracting them under Linux. Replace oldfilename with what the current file name is and replace newfilename with what you want the file name to be.
Several files are also in the .rpm format.
These formats are for the Red Hat and Caldera distribution and they are also used by other distributions. Similarly there is pkginstall under some distributions to manage .tar.gz files. These are help pages or manuals to get some help on a specific command. You can get help on all the command using man. To begin with get help on commonly used commands.