First you must be root ! We want to install the package My_package. Create a directory My_package and copy all style files in:

sudo mkdir /usr/share/texmf/tex/latex/My_package
sudo cp My_package.sty /usr/share/texmf/tex/latex/My_package

Update your database with

texhash

or

mktexlsr

In your latex file, add

\usepackage{My_package}

Enjoy !!!