The extension is .tgz but this is a normal .tar.gz archive. Extract with the usual command:
$tar -xvzf filename.tgz
The program is in the AppImage format: after decompress the archive, just give the executable
permissions to the Steg-220.127.116.11-x64.AppImage file:
chmod 755 Steg-18.104.22.168-x64.AppImage
And run it with ./Steg-22.214.171.124-x64.AppImage
Please take a look to the included README-linux64.txt.
If you like this software please consider to say "thank you" with a donation: