The problem here is using Windows thinking in a different OS. Linux does
not have executables as in Windows. The second problem is that Windows
applications use one of several packagers. When you install an application
in Windows you search on the internet for applications. The developer
chooses a package installer and makes the file. Linux is different. You do
not install applications from the internet. You do not usually try to unzip
and run the developers installer. Instead all packages are maintained in
secure locations called repositories. You can count on them being free of
viruses because they are maintained by developers.

For installing applications think, app store (we had it before they did).
You use a package manager (think iTunes, we had it first). You find the
application in the package manager and install it from there. You *can*
install from source, but you need to know what you're doing and that is
best left for experienced users.

There are several possible package managers. Software centre comes with
Ubuntu. You could install Synaptic and it will do the same thing and give
more information (and you only need to give your password once). You could
also install from the commandline, but in doing so you still get it from
the software repositories in your sources list.

If you do need an application outside of the repositories look for a Deb
file (a package for Debian based systems like Ubuntu). It should be the
right architecture (32 or 64-bit) and it should be for your version of
Ubuntu. If you install outside of the repositories you risk messing up your
system. You can run into dependency problems, get installation errors and
have difficulty resolving them or have trouble removing the packages. Be
forewarned.

Your application is in the Software repositories. Remove to old one and
then install the new one. It will check for dependencies, download,
install, and add a menu entry. One stop shopping.

So, basically:

1) Do not search the internet for packages. Always use the package manager
until you are adept at using the commandline and familiar with
dependencies. If it is not in the repositories then you can likely get it
by PPA (personal package archives) that adds a line to your sources so you
get new applications not available in the regular repos. This is also with
some attached risk.

2) Remember, that you are no longer in Kansas any more. You are in Linux.
Expect it to be different. Expect nice surprises.

Welcome to Linux! It is convenient to not to have to search.