The Cray distribution is an rpm file, and so you need to run rpm to install it.
Before installing, if you know you want to install the package as the default version, first set the environment variable CRAY_INSTALL_DEFAULT as follows:
export CRAY_INSTALL_DEFAULT=1
Note that you do not need to make this decision upfront. You can install TotalView first, and if you decide later to make this package the default you can execute the following: