Ubuntu is a one of the powerful linux based operating system and is also known for its large amount of application. unlike windows ubuntu does not have the .exe (executable) file that will install using double click.
Ubuntu have inbuilt software center, which contain many apps for normal user and for developer. search app or software you wanted to install, and click install. the software center automatically install the app without any hustle with the terminal.
Another way is by downloading the .deb file, its same like .exe file in windows. Double click on .deb file it will open software center and install it in your ubuntu machine.