Let me preface this with saying that this answer will be messy, will cause information overflow and will make you beg for Windows back. You are very unexperienced, which is in general a really bad situation when starting out with Linux. While Ubuntu tries to make things as simple as possible, some things just need a bit of advanced knowledge.
Whenever you want to download and install something, first check your Software Center if that program is already available through the package manager.
If you don't find it there, download
*.deb files. Ubuntu is a Debian derivative and as such uses Debian archives (
*.deb) to manage applications. If these aren't available, but rather a
*.tar.* file, you should be able to find precise instructions on site as to how they should be installed.
If you find
*.zip archives, there will either be a binary file (an executable, usually no file extension but marked differently in
nautilus, the default document explorer) or a shell script (
*.sh) inside. These can be run via double clicking them in the GUI (
nautilus) - perhaps you might need to check the "allow execution" box in the file properties. If you cannot find such a file, consult the README.
That said ...
lampp (which is the Linux version of xampp), follow precisely these instructions. Only then will it work (and, in fact, that might still need some tweaks due to the new security manifest).
For Spotify, you can follow these instructions.
And for the Flash Player you can use this guide.