Well, if it's a gz file you're going to have to login via SSH and un tar/gz it:
Then you're going to have to gander at the files in it, it could be anything from a set of source files that you have to compile and run, an apache module that's precompiled that needs to be moved somewhere and included in the apache instance, etc...
BTW, this isn't for the faint of heart, one could technically nerf their server if they didn't know what they where doing...
We decided to use
Cloudflare as a CDN (they have a free version and several paid versions) to provide several protection mechanisms (please note, if you do choose to use Cloudflare you still have to patch your apache server, otherwise all incoming users will display the IP of cloudflare).