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well I wouldn't get discouraged by that comment. What are the tar files called? Are they tarballs (.tar.gz meaning gzipped and tarred)?
As mentioned before, many times these are the raw source code bundled up in a tarball. You would need to compile the source code to get the actual binary program. It's definitely not a task for a beginner, but you can still learn and enjoy the pdaxrom from the programs that are already compiled.
I'm not sure about the last question, but I'm guessing you are asking about shell scripts (.sh files). Yes shell scripts are not source code. Shell scripts are a set of instuctions to carry out a task and not a binary program.