Most of the people don't use linux because they don't find it much useful since they can't use .exe softwares on linux as it is used in Windows Platform. Today! i thought to make these installation process easier for you as its a bit tricky but after following my guide you will learn quite easily.Now, When we download softwares for linux then these may be in the following formats, Some of them are easy to install but some may be tricky.So, these are the formats which are commonly used:

.deb, .rpm, .sh, .bin, .tar.gz, INSTALL,
These types have different method for execution. Lets start:

Installing a .tar.gz archive:

1.Download the tar.gz to your desktop, right click and choose extract here.
2.A folder by the same name will be extracted to your desktop.
3.Now, open the Terminal and type: cd desktop.
4.This will let your work within the Desktop directory.
5.Now, within the same Terminal window, type: cd foldername
6.This will let you work from within the folder you extracted from the tar.gz.
7.Inside this folder will be a file that says program-installer.
8.To install this, type in the Terminal: sh program-installer
9.This will install the program from within the Terminal. Simply follow the directions as these appear.

Installing a .bin file:

1.Ubuntu or any other linux cannot understand it untill you convert it into another format.Follow instructions:
2.Download and save the BIN file to your systems Desktop.
3.Once saved, open the Terminal and type: cd Desktop.
4.Once you've cd'ed to the Desktop, type the following line into the Terminal: sudo chmod +x filename.bin
(Change filename.bin to the name of your BIN file and press the enter key.)
5..Nothing will show up in the Terminal, nothing will be copied to the Desktop--it will appear as if nothing at    all happened. This is not the case, however, so do not worry. Type ./filename.bin and press the return key.
6.The program will install from within the Terminal.

Installing .rpm file:

For installing it we have to convert it into a .deb file. To do so follow these instructions:
1.Open the Terminal and type: sudo apt-get install alien.
2.You will be prompted to enter your password. After entering, press the return key. You will see some code scroll by quickly, and then you will be presented with the option to continue or quit the installation. Type 'Y' and press the return key.
3.You will see the Alien application installing; this app will be used to convert your RPM file into a DEB file. 4.Installation could take several minutes depending on your Internet and computer speeds.
5.Once finished, move the RPM file to your Desktop and open the Terminal. Type: cd Desktop. This will point your Terminal to your Desktop directory where you have the RPM file saved. 
6.Now, to install the RPM file, in the Terminal, type: sudo alien -k filename.rpm
(You will be given options for converting to .deb use this : sudo alien filename.rpm -d,replace filename.rpm with the actual name of the RPM file, then press the return key. It will convert the RPM file to a DEB file.)
7.Once finished, install the DEB file using the method below.


Installing .deb file:

A .deb is the easiest way to install file, thats why i am discussing it at the send. Its just like .exe in case of window, if you are promted for file type during download then always use this file type since its best to go on. You have to double click it and here you go it starts installing :p.

Hope, it may help you.