You're on the right track. After you unzip, if you do "file curl-7.19.4-sol9-sparc-local" the result will proably be something like "curl-7.19.4-sol9-sparc-local: pkg Datastream (SVR4)". (The "file" command tells you what kind of file you're dealing with.)

So, this is a Sun Solaris package file meant to be used with the Sun "pkg" suite of commands:

pkgadd pkgadd (1m) - transfer software packages to the system
pkgadm pkgadm (1m) - manage packaging and patching system
pkgask pkgask (1m) - stores answers to a request script
pkgchk pkgchk (1m) - check package installation accuracy
pkginfo pkginfo (1) - display software package information
pkginfo pkginfo (4) - package characteristics file
pkgmap pkgmap (4) - package contents description file
pkgmk pkgmk (1) - produce an installable package
pkgparam pkgparam (1) - display package parameter values
pkgproto pkgproto (1) - generate prototype file entries for input to pkgmk command
pkgrm pkgrm (1m) - remove a package from the system
pkgtrans pkgtrans (1) - translate package format

Look at the man pages for these commands to see what they do. If you system doesn't have man pages, go to docs.sun.com. You can also search things like "Solaris 5.9 package installation" there and get a ton of information.

Basically, you'll do a pkgchk to verify the integrity of the package and a pkgadd to add it to your system.

Regards