How to install .tar.gz files?

This may sound really stupid but I'm absolutely clueless about how to install a script that is in .tar.gz format.

I'm trying to install Zeng Optimizer and I downloaded the tar.gz file from zend.com, the instructions say type ./install.sh and restart apache server. But aren't I suppose to put it in up on my server first and untar it? What should I type in ssh to upload the tar file, untar it and install? Thanks in advance.

 

 

 

 

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