Files with names of the form *.tar.gz contain the *.tex source files and possibly a README, a Makefile and some *.fig and *.eps files. If you download a file called bobo.tar.gz you should first use gunzip to produce a file called bobo.tar and then use tar in order to extract the contents. The GNU project has its version of tar and if you do not have it you can download it. You may read the tar man page here but basically you should type tar xvzf bobo.tar.gz. The Windows program winzip is also capable of handling a file like bobo.tar.gz, but it may help if you first rename the file bobo.tgz; if you use Windows you may want to install software from GNU-Win.
I am not going to try to tell you what TeX is.
If you don't know already you should probably prefer
the PostScript or pdf files.
If you still want to learn about TeX,
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