You have to be a little more specific about these sorts of questions. linux packages come in all shapes and sizes, different types and there are different methods for installing them.
You have binary packages which are precompiled, such as rpms.
Default installation for an rpm is as such:
(as root)
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%> rpm -i package_name.rpm
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There are also (and most common), source distributions where you will have to compile the code to make the application for your specific computer. generic installation is as follows -
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%> ./configure
%> make
%> su -c "make install"
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hth.
Seb[/code]