First you need to know that gz and tar extensions are compressed file extensions. The most used formats (also rar and zip).
To install Eclipse you need to do the following steps:
tar -zxvf eclipse-jee-oxygen-1a-linux-gtk.tar.gz
Then you should execute the installation file. (as seen in the picture below)
You may also need to make the file executable. You can do a right click on the exec file and select "Properties" and then "Permissions" and check "Allow executing file as program"
Another way is using the command line:
chmod +x file.ext

I hope you can install it correctly!
To execute Eclipse you can do it in two ways
a) Clicking on the executable file

b) Run from command line, go to path of installation and run:
./eclipse