If you downloaded an installer file, double-click it and follow the installer steps to install Talend Studio. You don't need to indicate a license file. Your license will be automatically retrieved when you connect to your Talend Cloud account from Talend Studio.
If you downloaded the generic archive file, you must unzip it to install Talend Studio.
For a Linux based Operating System, you can do it by using the Linux default unzipper: Extracting using the Linux GUI unzipper.