It takes awhile to get used to any new operating system, whether it is
Linux, Windows or OS/X. There are differences that take getting used to and
to a some extent you need to *not* apply what you know from another OS. You
need to immerse yourself in the new one and try not to make comparisons
because of course the other is easier if you already know it.

Linux has no executables or many binary files and scripts can be executable
with permissions. File types themselves are almost useless. They tell you
what kind of file it is but Linux does not need a suffix to make it work.
You can remove .jpg from a file name in Windows and the OS won't know what
to do with it. Do that in Linux and the OS will still treat it like a jpg.

I think the file type in question is .deb, used in Debian systems for
package installation. They are not executables, if you check the
permissions in a file manager. They require a package manager to open,
apt-get, dpkg, aptitude, Synaptic, Gdebi, or Software Centre. They are not
usable in non-Debian systems such as Fedora. A deb is just a container file
with all of the packages needed to install an application and the
information about where to put it.

Windows and Linux are fundamentally different. Linux has no registry. It
keeps user space and root space separate with different permissions for
each. Applications are installed to root. Config files can go in either
root or user space, or both, depending on the level of access needed.
Windows is starting to mimic this with W7, but permissions are still not to
the same level. Linux is not trying to copy Windows. It is built on Unix
which is pre-Windows. It is going its own direction and the same can be
said for Windows. Vive la difference!

So the message is that neither is better. They are just different and the
best way to deal with that is to get used to the differences and embrace
them.