You can use Ubuntu software center to install a program graphically.
For AVG, a antivirus is useless on Ubuntu. In fact, the antivirus will detect Windows virus (which doesn't affect Linux users) in order to avoid your computer to be a vector of virus. Most of the time, on Linux, a virus appears as a file that you can simply delete.
If you still want AVG, follow this link.
You can also install clamTk and clamav from the Software center or
sudo apt-get install clamav clamtk