You just download the file and place it in the folder where you have installed COMSOL. If COMSOL is installed in /Applications/COMSOL44, you place the file there and then run the command. Sometimes Safari unpacks compressed files automatically upon download - if this happened to you too, you just skip the .gz part of the command and run 'tar -xvzf COMSOL44_osx1010.tar' without the quotes.
So I have downloaded the folder but I do not understand the terminal part of this. I tried to put the .tar folder in my comsol4.4 application folder by dragging and dropping and then unpack it, but after unpacking it Comsol still did open.