As gtksetpwc is a very simple standalone GUI, you don't really have to "install" it, only launch it from where it is

You must set it executable in order to launch it
	chmod +x gtksetpwc.pl
(logged in as user, from directory where you extracted archive)

You can put it in any folder in your PATH to get it work simply as other apps, for many systems : 
	cp gtksetpwc.pl /usr/bin
(logged in as root) will be enough