Ubuntu handles software installation in a very different way to Windows.
If you want to install an application on Windows, you must normally buy a CD containing the software, or download an installer package from the Internet. You then run the installer program, which guides you through the installation process.
On Ubuntu, you simply open a package manager, search for the application that you want and click a button to install it. Removing an application is just as simple.
The package manager downloads applications from a software repository, which is a location on the Internet which stores a collection of applications. These applications come bundled in packages, which contain all of the information needed for installation. You can download packages yourself, using your web browser, if you like, but it is generally much more convenient to let the package manager handle this for you.
Some packages depend on other packages being installed in order to work. For example, a word processing package may require a printing package to be installed. The package manager automatically installs these dependencies for you.
By default, only applications from the official Ubuntu software repositories are available in your package manager. If you cannot find the application that you want in the default repositories, you can add other (“third-party”) repositories and install it from there.