1. Download the project_name.tar.gz file to a directory on the server using lynx, wget or with what ever application you prefer to use
2. Unzip the package: gunzip project_name_x.y.z.tar.gz
3. Check that the file unzipped: ls -l
4. You should see a file called project_name_x.y.z.tar there
5. Untar the file to extract all the individual files from the tar archive: tar xvf project_name_x.y.z.tar
6. Check what came out of the archive: ls -l
7. Usually you should see a directory called project_name_x.y.z where x.y.z is the version number for the project
8. Change the permissions for the directory, subdirectories and all the files in all the directories under this directory: chmod -R 755 project_name_x.y.z

Now the project files are ready to be studied. Try to find any documentation (files called readme etc.)

Good luck!