Gate One can be installed via a number of methods, depending on which package you've got. Assuming you've downloaded the appropriate Gate One package for your operating system to your home directory...
user@redhat:~ $ sudo rpm -Uvh gateone*.rpm
user@ubuntu:~ $ sudo dpkg -i gateone*.deb
user@whatever:~ $ tar zxvf gateone*.tar.gz; cd gateone*; sudo python setup.py install
This translates to: Extract; Change into the gateone* directory; Install.
Tip
You can make your own RPM from the source tarball by executing sudo python setup.py bdist_rpm instead of sudo python setup.py install.