Downloading & Installing FFTW in Octave

I am working on a Win10 HP Z210 computer with 64 bit operating system. I
have the document "A Short Tutorial on the Basic Usage of the Package
FFTW3" by Figueras. Section 1.1 of that document is titled "Getting and
Installing FFTW3."

As directed, I went to the site ftp.fftw.org where I was offered the
opportunity to download the file for Windows 10 which I did. My computer
indicates that a 4.0 MB file was downloaded, fftw-3.3.9.tar.gz.

The next step says to decompress this file, but I do not see any option to
do that. What do I need to do at this point? Any help would be much
appreciated. Thanks.