*.tar.gz files do not always require installation. Sometimes they're simply portable static builds, one type of universal packaging method. If the *.tar.gz file is a portable static build, then extracting it creates a folder containing everything needed to run the program. You'll need to locate the executable and create a menu entry using the path to the executable and the executable name to run the program. Alternately, you usually can run the program from the command line using <path-to-executable>executable name.
To determine what the *.tar.gz file contains, after downloading right-click on it and open it with Archive Manager. It may take a few seconds for the contents of the *.tar.gz file to appear. If all that appears is a named folder, then it probably is a static portable build.