I'm not sure I understand your question exactly, but is there any reason you have downloaded these from Sourceforge? Most of the software you will ever used is stored in repositories (commonly shortened to "repos").
A quote from the Ubuntu wiki on what repos are:
There are literally thousands of Ubuntu programs available to meet the needs of Ubuntu users. Many of these programs are stored in software archives commonly referred to as repositories. Repositories make it very easy to install new software onto Ubuntu using an Internet connection, while also providing a high level of security, as each program available in the repositories is thoroughly tested and built specifically for each version of Ubuntu.
Repositories are like libraries of software. Ubuntu has a file called sources.list located in /etc/apt that contains a list of all the repositories that you have enabled on your computer. When you run the command:
sudo apt-get update
your computer checks the remote sources for updates and caches the list of packages in each repository you have enabled.
Both ClamAV and ClamTK are already in the repositories, so there is no need to download them from their respective sites. To install them you can use this command from the command line:
sudo apt-get install clamtk clamav
Or you can install them from the Ubuntu Software Center
ClamTK
ClamAV
Like Windows, Ubuntu does support packaged binaries that allow you to install on a click. However Ubuntu (and all Debian based distros in general) use .deb as their file format, not .exe like Windows. What you probably downloaded was the source code to these programs, compressed in a format like tar.bz2 or tar.gz. These formats are like the more generic .zip. In order to install programs from their source you need to compile them and this process varies depending on what language the program was written in, etc.
Resources:
