Install a module in Linux
You can install Drush (see Installing Drush on Ubuntu or How to install Drush server-wide in less than one minute); after, you can install a module with drush:


to download a module

drush dl modulename

to enable the module

drush en modulename


Also, you can use wget to download the module, and make a directory inside the modules directory (in this case the modules directory is /home/youruser/public_html/sites/all/modules/).


    wget http://ftp.drupal.org/files/projects/modulename-6.x.tar.gz
    mkdir -p /home/youruser/public_html/sites/all/modules/modulename
    tar -zxf modulename-6.x.tar.gz -C /home/youruser/public_html/sites/all/modules/modulename


Enable the  module in "Administer > Site building > Modules."