The easiest way to install applications in Ubuntu is to use the Synaptic Package Manager (which you can find in the menu in System>Administration>Synaptic Package Manager). This is the first place to go when you are looking for a program. Do not fall into the old Windows ways of going on the web and looking for an installer - most of the apps you will ever need are available in the Ubuntu package repositories. (See the section on repository configuration to really add some variety to Synaptic.) For an excellent visual guide to all the different ways of installing software on ubuntu.
or by command line in terminal :
sudo apt-get install package name
sudo aptitude install package name