There are many ways to install software in Ubuntu. Probably the best known is apt-get which has its roots in Debian (the same as Ubuntu).
Apt-get is console based and fairly easy to use, if the software repositories are set up right.
You use apt-get install Filename
If you are skiddish about console commands, Ubuntu has a couple of Gui-based front end for apt-get. The first is under Applications/Add/Remove on the toolbar.
My favorite is under System/Administration/Synaptic Package Manager.
Synaptic is what I used to patch/install 1839 programs.
I wouldn't want to try that on a Windows machine.