Hi !
Open Cascade itself is not a program it is a set of libraries for modeling, but it does contain the DRAW application that lets you try most functions.
The readme file included with the download explains how to get it up and running, there is also a good tutorial at:
http://www.opencascade.com/support/tuto31.html
If you have just downloaded the files and don't now how to install them, then you need to unpack the files.
Make a subdirectory on your disk where you want it to be installed, for example /usr/local/occ
Each file is gzipped and you use gzip to unpack the files, foe each file do:
gzip -d filename
This will produce a file with a .tar extension that conatins all the files, type:
tar xvf name_of_tar_file
This will install the files for you, do the same for all the other files to, you can do the gzip/tar in one single command if you want to, take a look at the manual pages for these tools:
I hope this helps a bit.