Well, to be more accurate, most programs installed to a Linux system are spread
around to different directories. Binaries are /bin, /usr/bin, /opt,
/usr/local/bin then settings are stored usually in /etc, /usr/etc,
/usr/local/etc, data files are stored in /usr, /usr/share, /usr/local/share, and
the like. One of the greatest things in Linux is that it stores most any file
in a predictable place, it is very organized (unlike Windows that
data/executables all in lumps).

TAR's are 'tape archives', files stuck together into a clump, made for the days
of archiving to tape drives that didn't really have file systems like we know of
now. TAR can be opened on any operating system, though most common to a
Linux/Unix-like operating system and the standard for storing source code for
open source projects as well.

DEB/RPM files are specific file formats that are packages of pre-compiled and
configured software, the packages tell the package manager where to install
files as well as other packages required for them to work. This way, unlike in
Windows, you don't have huge monolithic installers that install anything you
could possibly need to run software, these tell you what other packages you need
to make things work.

RPM is for RedHat/Fedora (or so-called RPM based distributions) where as DEB is
for Debian based distributions. Both RPM and DEB based distributions have
semi-standard ways to install files, certain places and certain ways things are
made to work.

/etc itself is where 99.9% of a Linux system contains its settings files,
including initialization scripts run on boot.