I have just come downloading a software called
testdisk-6.14-WIP.linux26.tar.bz2. Therefore I'm wondering how to deal with the installation.
testdisk is in the ubuntu repositories
sudo apt-get install testdisk
Installing from the repositories is the prefered method.
You may need to enable the universe repository.
From their Step by Step wiki, you just have to untar the file:
tar xvjf testdisk-6.14-WIP.linux26.tar.bz2
and then run as root, e.g.: