Wow, I installed it! I can't believe I managed to do it so easily! In case
another novice is interested, I right-clicked on the folder where the shell
script file was (the extracted file), chose Open in Terminal, then in the
terminal typed:
./truecrypt-7.1a-setup-x86*
i.e., added ./ before the name of the file and * at the end of it. Then just
followed the instructions (accept licence, etc.)
Then found the name of the package in the directory /usr/share/applications
and opened it by double-clicking on it. That started the application.
So I guess to install package that is not available through Synaptic, you
just do ./FILENAME* where FILENAME is the name of the shell file, but corerct
me if I am wrong.