Are you using Windows? If so, open up a Command Prompt window.
What I like to do is Copy the Link Address of the package that I would like to install. In this case, a simple google search lead me to a popular python package site : https://pypi.python.org/pypi/music21/1.9.3
I right-click the tar.gz hyperlink and click "Copy Link Address" to get this : https://pypi.python.org/packages/source/m/music21/music21-1.9.3.tar.gz#md5=d271e4a8c60cfa634796fc81d1278eaf
Now to install this, in your command prompt window, type the following :
pip install https://pypi.python.org/packages/source/m/music21/music21-1.9.3.tar.gz#md5=d271e4a8c60cfa634796fc81d1278eaf
or
conda install https://pypi.python.org/packages/source/m/music21/music21-1.9.3.tar.gz#md5=d271e4a8c60cfa634796fc81d1278eaf
And it should automatically download the package from that link address, unzip it, and then attempt to install it in your python environment.
It's good to know how to install python packages manually as well for distributions that don't lend themselves as easily to cross-platform auto-installations.
What you would do is unzip the tar.gz file ( or any other compressed package file ) until you have a folder directory with a "setup.py" file name. You would go into your command prompt window and "cd" into that directory.
Then you would call the Python Executable by typing "python" which lets the command prompt know that you are calling python to run your command and finish the line so in total it looks like this :
python setup.py install
There you have it.