A tarball is a compressed archive. Usually, a developer will provide his program in this format on his website or one of the third party software sites like SourceForge.
While it’s not normally recommended that you install software this way on your Linux system, sometimes it is necessary. The usual way to install software, of course, would be to utilize your particular distribution’s package management application (e.g., apt-get in Debian or Slackpkg in Slackware). There are inherent risks in installing software from tarballs onto your Linux system, especially if you’re unfamiliar with the developer or his reputation in the Linux community. Beware.
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