‘Tarball’ unzip and location

I’m pretty new to Linux but have (somehow??) successfully downloaded the Java ICQ and Netscape ‘tarballs’ and think I have at least, ‘unzipped’ the ICQ files from the .tar.gz file. However, the “Install” executable that was ‘unzipped’ doesn’t execute when clicked and if it did, what directory would be appropriate for installing it to if I wanted ICQ to be available for multiple users on the Linux box??