Facebook Application - Downloading Library


I am learning about how to build my first facebook app. In the first step, it says the following:

[i]Step 1: Download Facebook’s PHP Library

Extract this archive into a directory on your hosting server where you can host and run PHP code:

$ curl -L http://github.com/facebook/php-sdk/tarball/master | tar xvz
$ mv facebook-php-sdk-* facebook-php-sdk
$ cp facebook-php-sdk/examples/example.php index.php

How do I do this or where do I input these commands?