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Every user migrating from Windows to Linux has asked something along the lines of “why is installing applications in Linux like pulling teeth, when it's so easy in Windows?” But is the process in Windows really that user-friendly? To install most programs and applications in Windows, you must acquire and then double-click on an .exe file in order to run a setup script as an executable. With Linux, you simply go to Add/Remove Applications in the Applications menu to add and remove applications. To a total novice this would be a natural place to check. To a more advanced user, this is automatically discarded as a semi-effective removal-only tool, as it is in Windows.
One of the reasons that Linux is less prone to viruses and malware in general is because there are no .exe files. While an .exe holds not only the application data but also the means to install itself, Linux “packages” only hold the application data. You must run package-management software to install programs and applications. Due to strict user-account controls, you are prompted for your password whenever a package manager tries to install a package. The screen will shade and a dialog box will appear and ask you to enter your password, just like when we updated the system. Nothing will install to the root file system without your password being entered each time, meaning malicious software can't simply install itself into your system as a background process.
I'm sure that your next question is “where do I find and acquire packages?” With Windows, you can go to the store and buy software or download it from the Web. In Linux, open your package management software and you can browse the available software by category or search for a specific title in the search box. The package-management software that comes with Ubuntu is linked to a software repository database or “repo.” The Ubuntu repos have all the software packages that have been tested as compatible with your version.
If you are looking for a specific title that is not in the official repos, you can still find packages online. Ubuntu's .deb files are the closest thing to an .exe. You can download and double-click on a .deb just like you would an .exe file in Windows, while doing so will simply open a package manager. Gdebi is the package manager that will open to install .deb files.
While Add/Remove Applications is the most user-friendly way to install programs and applications, Synaptic Package Manager in the System/Administration menu can install any package (programs, applications, libraries, codecs, plug-ins, etc.). Synaptic Package Manager has all the functionality of Add/Remove Applications and then some. When you are more comfortable with Linux, you'll want to use Synaptic for package management.