It is worth documenting how GNU distributes packages. Their systems are widely used OEM, and many users remove the vendor supplies utilities and replace them with less flakey versions from GNU.
Almost everything is available from the free software foundation (FSF) in a tar gzipped format. All you need is an ANSI C computer and you are able to install them. gcc is the preferred compiler, another GNU product. gcc can be itself complied with lesser compilers (such as sun's effort of a few years ago).
If your machine has a little known OS (DG/UX), or has libraries missing (like moa), then you may find that it will be a bit more difficult. In these circumstances, read all the documentation, looking for a web address for help. Failing that get a UNIX wizard to help.
Source code distributions are typically 'tar'ed together and compressed up using gzip. Suffixes are .tar.gz or simply .tgz. They are extracted withzcat fred.tar.gz | tar xvf - which will usually create a subdirectory in the current one. Within this directory should be a set of tools to compile the utility/application. A good one to start with is a README file. Often there is a configure script that sets up the makefiles for your architecture.
Once it is configured, make is invoked, then on successful completion you will need to install it. Look in the makefile and look for a PREFIX definition (this will define wheremake install will try to install binaries). Failing that look at the target install: in the makefile, and figure it out, or try make -n install. This will tell you what it intends to do, but don't expect miracles, sometimes they just all other scripts, and all you get is a bunch of references.