about xmms player in linux

I downloaded x-multimedia system player from windows and i written that software into a cd and i tried to open it from linux i could open files but i couldnot install the software so what do i do?

I really don't understand what you are asking.

You downloaded what? Source? Package? tarball?

Did you grab the right distribution for your OS? What OS is it?

Surely where you 'downloaded it', there were instructions?

i downloaded a mp3 player in .tar format but i am not able to install in linux

what distro are you using?
you downloaded the source code for the program so in order to install what you've downloaded, you would have to compile the program but i'd give it a 99.999% chance there's a precompiled package for your system that you can just install without having to compile anything