I'm a few steps beyond newbie level
and I know he's right. For someone looking to learn Linux
configuration or programming -- on a system that can be
restarted from scratch if necessary without losing a working
environment -- of course that's a different story. Such a
person, I'm thinking, might ask a targeted question that
includes some details beyond "downloaded a linux program"
and (someone correct me if I'm wrong) might consider
setting up a sandbox with chroot.

I'd like to learn how to set up a sandbox myself.
Could someone point me in the right direction?