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Every program has a workable file that initiates the installation. Usually the user is guided through the installation. You need administrator rights to install programs.
To do so, right-click on the workable file. In the context menu, select the "Run as administrator" item.
There is an application manager in most distributions. In Ubuntu, it's called “Ubuntu software”. There you can find your desired program using the search function and install it with a click of the mouse. Regardless of the Linux distribution, you can download and install any program in the "Terminal" program using the "sudo add apt-repository", "sudo apt-get" and "sudo apt-get-install" commands.
It's possible if you have the installation medium which is a CD or USB stick. Most programs can also be found on the internet. Please be advised that you usually only get single licenses with a "product key".