First, please confirm whether the package you download is an executable file or the filename ends as *.exe. If it is, this is the standard of Windows, based on the copyright and other issues, it is certainly not normal operation in the Linux. It is suggested that you download the special software package for Linux version.
Then, in Linux system, file formats of common software installation are mainly: *.rpm. *.sh. *.bin. *.tar. *.gz.
Please refer to the following installation:
The following methods are realized in the order terminal, you can click on the icon in lower left corner (also start button) -> "terminal", execution after the % character.
1. The compression package files *.tar, *.bz2, *.tar, or *.gz.
Command: $ tar - jxf xxxx.tar.bz2
Command: $ tar - xf xxxx.tar
Command: $ tar - zxf xxxx.tar.gz (release the package)
2. Enter in the released directory then compile
% sudo./configure --prefix=/root/xxxx
% sudo make
% sudo make install
% cd /root/xxxx/bin
Execute the green file in the path of /bin, For example: ./xxx
3. The file which ends as *.sh is generally shell script. Please directly execute % sudo ./xxx.sh.
4. The file which ends as *.rpm. Execute % sudo rpm -ivh xxx.rpm.
5. The file ending of *.bin. Please directly execute % sudo./xxxx.bin.
6. Finally, you can click on the icon in lower left corner (also start button) -> System Settings, and then click on the Software Center and manage installed software in the popup window.
7. If you want to delete a program, you can select which one, it will show a remove icon at the end of the corresponding line, just click on it.
Note: It has complex dependencies between the packages of *.rpm, if you really need to delete a software, please be make sure before proceeding.