GCC stands for the GNU Compiler Collection, and G++ is the GNU C++ compiler in that collection. Being a compiler collection, there are no IDEs that come with GCC, but IDEs can be used ontop of G++ just as they can be used ontop of any other compiler. I believe that the Dev-C++ IDE comes integrated with GCC.
If you're on Windows, there are many programs you can download that can unarchive tar files, but Windows doesn't come with any of them (eh, can't speak for vista). You can download the tar program for Windows, but from my experience it doesn't work very nicely on Windows (it doesn't have a few functionalities that it has on *nix). So if you're on Windows I would recommend 7-Zip. If you're on *nix, you already have it, so do: tar xvfz filename.tar.gz or tar xvf filename.tar, the 'z' if it has gzip compression. Eh, and if you have Tiger, then... not sure if it comes with tar but give a whirl and there's definitely programs for untarring for Mac.
Also, if you're not on 'nix, be sure to download the pre-compiled package.
Don't feel stupid for asking questions. That attitude would destroy the purpose of a forum. There's nothing embarassing in learning. This response is long-winded but I hope it helps.