You don’t generally download the file like you would an exe or MSI on windows. Rather you enter a command line that tells Linux to connect to the repository (like an app store) of that particular type of Linux, pull the latest installation file and install it.
You can still download the file and install it directly, but it’s not a straightforward double click like on windows.
So how do you install things?
Red hat based? Install the RPM. Debian based? Install the deb, generally? Install from the repository. You can also install from source if you’d like
I don’t know what any of that means.
You don’t generally download the file like you would an exe or MSI on windows. Rather you enter a command line that tells Linux to connect to the repository (like an app store) of that particular type of Linux, pull the latest installation file and install it.
You can still download the file and install it directly, but it’s not a straightforward double click like on windows.