It is easy, just extract it.
You can do right click extract here or in the terminal

tar -zxvf eclipse-jee-juno-linux-gtk.tar.gz

You will see the eclipse file in the folder double click it and that is all.

You can also use a normal GUI for this as well, So in most cases its a simple as right clicking on the file and selecting "Extract" or similar..

But as a further note, You generally do not want to have your applications sitting in your user directory/desktop/downloads... You shold move the extracted folder depending on your distro and then link via a normal menu icon/entry.

Else one day you might decide to empty your downloads folder and delete your installation/custom settings... and possibly projects for some who dont pay attention to folder/locations.