You don't, a tar.gz is an archive format like zip or 7z
Technically it's two formats a tarball - all files combined into one file, tar - and then compressed into a gzip.
To uncompress and release the files run:
tar -xzf filename.tar.gz
More info here: https://www.howtogeek.com/362203/what-is-a-tar.gz-file-and-how-do-i-open-it/