You have downloaded a compressed file and want to uncompress it.
Depending on the file type, you will need to use the tar or gunzip commands.
Discussion
If the file that you want to uncompress just has the extension .gz, you can unzip it using the command:
$ gunzip myfile.gz |
You also often find files (called tarballs) that contain a directory that has been archived with the Linux tar utility and then compressed with gzip into a file with a name like myfile.tar.gz.
You can extract the original files and folders out of a tarball by using the tar command.
$ tar -xzf myfile.tar.gz |
See Also
You can find out more about tar from the manpages, which you can access by using the command man tar.