That is a perfectly good question for any non-Linux user and it is disappointing to see that someone down-voted you for it.
As a general rule, you have two options for installing software on a Linux box:
1) Use the supplied package manager such as aptitude to get it from one of the original repositories, or from one that you have added.
2) Install directly from a file such as the .deb ones used for Debian-based systems (such as Ubuntu).
In the first case you are limited to what is officially offered for your system, but it will automatically handle any updates and their dependencies. You can configure what it will do, and for my own machine I choose to be notified and install manually, for my friends/family I chose to update security stuff automatically.
In the second case you can install ANYTHING and of course that needs the usual (and often missing) sense of what is safe or otherwise to install. Unless said .deb file adds a repository automatically (as Opera do), it is up to you to manage updates.
In general it is a good system, not perfect, but an order of magnitude better than Windows where critical updates such as Adobe stuff can't use MS' own update system and so pollute the machine with updaters, all gobbling resources and giving non-technical users gibberish messages that they either accept blindly (good for malware writers) or ignore (also good for malware writers!).
MS' market place system should avoid that, but has all sorts of dubious side-effects where money and freedom are related (as iOS also has).