Now that you have the tar gzipped package on your local machine, you can unpack it.
First copy the package to a desirable directory, for example /usr/local. Next use the following command:
| tar xvzf openldap-2.2.5.tgz | 
You can use this command too, as well:
| gunzip openldap-2.2.5.tgz | tar xvf - |