Answering your question on the file type to download: Their download page does not have a special package for Ubuntu, which would be a "*.deb" file.
You would need to use a more general package file, and do some manual work to unpack it.
Looking at the download page, there are "binaries", but not in the common form of "packages" like *.rpm or *.deb, so nothing we can just install and run.
Seems there is some manual tweaking needed in this case.
If there were no binary packages, there could but source packages, that need to
be build before it can be used; Not normally what you are looking for, if there
is an alternative.
To install xara, it turned out it was inthe standard Ubuntu package
xaralx, in software source "multiverse".
Another common variant to install extra software that is not available by default is again not looking for files, but telling Ubuntu where to look for files (It would, in the end, look for, download and install *.deb files actually).
This can be done by adding PPAs to the software sources - Personal Package Archives, providing different software, or just different versions of standard software.
Conclusion: Normally, you should not need to know this type.:
If you feel you do, chances are there is a better, simpler way to do it.
To answer what I thought was you real underlying question, in the sense of an X-Y-question (turning out to be wrong) - "How to install Xara on Ubuntu":
It is available as a normal package, you don't an extra download.
The package is called xaralx (maybe that was the confusing part) and can be installed normally:
sudo apt-get install xaralx
(The software source "multiverse" needs to be enabled)