Every normal software has some kind of "install instructions" - did you read that?
Exactly HOW to install depends on how the software developer has chosen to implement that function.
It might be by use of a package installer like
synaptic, (both are front-ends for ubuntu)
rpm (redhat) or a plethora of others, depending on OS.
It might be a specific software developed in any of the programming langauges available
Or it might be a "bash" or "sh" script (a text file with commands) that you run from a Terminal emulator / Shell prompt.
It may also be a few simple bash commands, that does the trick.
Which style it is, makes the installation be very different depending on that.
Specific for ubuntu:
If you can find a Ubuntu specific installation method that involvers apt, apt-get, synaptic, or the Ubuntu software center - prefer that choice, as it normally provides the means to REMOVE the software as easily as it is to install it.