Not sure why you've got a .tar.tar instead of just .tar, but the command to unpack tarballs is:

tar xf FILENAME

Like unzipping something in DOS, this'll splat the contents of the archive down wherever you happen to be, so beware -- try it first in /tmp, maybe. Most civilized tarballs create a subdirectory that contains the files.

When you try to run the executable, you'll likely trip over the fact that Unix shells don't usually have the current directory in the $PATH. It's easy enough to work around: just specify the full path, like this:

./FILENAME

...because, as in DOS, . stands for the current directory.