There is sort of a generic method to install things are aren't RPMed. Once you extract the file, read the INSTALL text file. It will tell you what to do. Usually, though, it consists of three steps:
Run the configuration script. This checks out your system before the installation/compilation. To do so, type:
Run 'make' and 'make install'
....(here a bunch of stuff will flash by)...
And that will do it. You should also check out a program called 'yum', from which you can download most of the things you'll need. Look it up on the unoffical Fedora FAQ