You are treating Linux like Windows. Please do not. You do not go to Best Buy searching for a Box Set or an Executable that you download of the web.
If you have an Smart Phone is pretty much the same deal. Linux has an App Store already built in before Apple decided to call it that way.
In the Linux realm is called a Repository. All you need to do is search there, check the box and apply. It will load in your system with all the dependencies.
Due to the nature of Linux, there is no single program that works for all of them. There are a few, like Second Life just as an example. That Application does not install, just runs independently in your Home folder. Is that easy.
I used Ubuntu very little, I always go back to Mandriva.
As an example, it has what is called the MCC (Mandriva Control Center) all the maintenance is done there. It has a Software Center (Add and Remove Programs for MS users) with the exception the software comes to you instead of you after it.
What you need to know is the Equivalent software. For example, MS Office, use Open Office instead. Need an IM client, use Kopete or Pidgin. You want Firefox, check on the Software Center there is one there and many other browsers.
Is that easy.