Quick...
You have icedtea6.tar.gz?
You uncompressed it to folder "icedtea6-1.6" or something like that?
In this folder, run:

./configure

make

make install

It should compile the source code (and install the compiled application).

However, it might say that you need something else like gcc; then install it though Application Manager.

Or, just lookup in Application Manager already compiled and ready-to-install IcedTea... You will not need tar.gz then...