How do I download things to my computer with Ubuntu? Every time I go online to download something like Adobe flashplayer or Java, it goes into my download folder. I don't know what to do with it after that. I can't activate whatever it is I want to download! Is there an equivalent to an exe file?
You may be confusing "downloading" something with "installing" software.
Most normal software you would want to install is available in the ubuntu Software Centre which can be easily searched. If you want to install software that isn't in the Software Centre, your best bet is to try to find a "repository" from the software developer that is compatible with the version of ubuntu you have installed and add then add it to your system as a location for Software Centre to look.
While ubuntu does have the equivalent of an install file (exe or msi) in Windows, you should use them as a last resort. The file you're looking for is a .deb file and you will need to make sure it's compatible with your ubuntu version and system architecture before you use it.
This is really quite a big topic and there's a whole lot more I haven't covered. Here's some things to read: