I would suggest visiting the site that provided your tar.gz file and see
if they have a .deb file. If you downloaded source then unpack it and
look for the readme file and follow the directions for compiling the source.

A tar.gz file is a compressed file and can be of many natures, just as a
zip file can be in windows. It is recommended you use the repositories
because the compilation is known to work well with the distro. I have
used many deb files without problems and have also compiled source code
using the instructions packaged with the tar file, but sometimes it
involved some hair loss.