After downloading a program, any program, how do you install and run it ?? I am running Turbo Linux. Completely Lost :x

Most programs come in tarballs in other words source code compressed and packaged with gzip and tar respectively.
they usually have the file extension .tgz or .tar.gz .
these must first be un-compressed and unpacked.

$ tar -zxvf myNewProgram.tar.gz

You then cd into the directory created

$ cd myNewProgram

Inside you will always find a README script

$ less README

this will tell you the rest.
There are oyher ways in which programs are installed but it depends on the distribution you are using some are easier, but this method is common to all linux distributions, and better but more difficult for inexperienced users.