you actually unzip the files, just type: cd phpMyAdmin-4.0.5-all-languages ls
then you should see the files... You do not need to install phpmyadmin, then just open it in your browser and configure it...
and well you don want to unzip it inside /etc, you need to have it in your webserver directory or somewhere else (like /opt) and then configure the webserver...
Also you need to have installed php... so just look after your apache server or which one you have, so you know where to extract your phpmyadmin...
EDIT: if you are using apache, then look after Documentroot directory http://doxfer.webmin.com/Webmin/ApacheWebserver
If you unzip phpmyadmin there, then you will be able to run it something like
http://localhost/phpmyadmin
.... where localhost is address of your server