As quickly and simply as possible:
1. Download the package and save it in the directory under which you want to install the program (say, /opt).
2. Open a terminal and go to this directory (like, cd /opt).
3. Type tar xvfj vnl-2008.10.0-Linux-x86_64.tar.bz2 (assuming you want the 64-bit package).
That's it! (Plus installing the license, but that's a separate thing.)