1) Create/identify a tar.gz file that you wish to become self extracting.

2) Create the self extracting script. A sample script is shown below:

cat extract.sh

!/bin/bash

echo "Extracting file into pwd"

searches for the line number where finish the script and start the tar.gz

SKIP=awk '/^__TARFILE_FOLLOWS__/ { print NR + 1; exit 0; }' $0
#remember our file name
THIS=pwd/$0

take the tarfile and pipe it into tar

tail -n +$SKIP $THIS | tar -xz

Any script here will happen after the tar file extract.

echo "Finished"
exit 0

NOTE: Don't place any newline characters after the last line below.

__TARFILE_FOLLOWS__

3) Concatenate The script and the tar file together.

cat extract.sh example.tar.gz > example.sh
chmod +x example.sh

4) Now test in another directory.

cp example.sh /tmp
cd /tmp