You don’t generally download the file like you would an exe or MSI on windows. Rather you enter a command line that tells Linux to connect to the repository (like an app store) of that particular type of Linux, pull the latest installation file and install it.

You can still download the file and install it directly, but it’s not a straightforward double click like on windows.

Install app from native app repository of chosen Linux distribution.

Well yeah this is like asking an oboe player how they control pitch, and they respond “different embouchure is the universal way to do it, but adjusting the reed is the best way”

Go look it up if you don’t know what the terms mean

Look in the OS provided “App Store” first - GUI or not, your choice.

Can’t find what you’re looking for? Look for a TRUSTED alternative App Store source. Then check the App Store again.

Still can’t find it? Look to see if there is a package available that your OS can recognize (different based on what flavor of Linux you’re running)

Still can’t find it? See if you can find the code to build the dang thing yourself.