Simutrans does not require any configuration or setup besides uncompressing the archive.
If you're using GNU tar, the archive can be decompressed by "tar xvzf SimdemoLinux62.tgz". Otherwise you have to use "gunzip SimdemoLinux62.tgz | tar xvf -".
The archive is a zip archive and can be decompressed using winzip or another unzipper (i.e. pkunzip).