Not sure about pclinux 2009.
Anyway normal method of extracting .tgz's is from a terminal and using the
command line.
Thus:
tar zvxf nameoffile enter for a home uppack
sudo in front if you want to do it from one of the system directories.
eg I usually move anything like that to /usr/share and extract it there.
You then cd into the created folder and read any install instructions to find
out how to proceed further.