how do I install individual packages?

[Tim Fletcher]

Hi all,
i'm very new to Cygwin and to Linux as a general rule!
I have recently installed Cygwin. The instalation was perfect, exept that it
didn't install gcc.
I then ran setup.exe again and selected the package. the installation
finished "succesefully" even though i still haven't got access to gcc.
After searching my system, i found the following .tar
'gcc-2.95.3-5.tar.bz2'.

How do i install (make) this archive, considering that tar won't unzip this
fill?

I know that these are very newbie questions, but i found no help in the
faqs.

TIA
Tim


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