In Linux distributions(Specially in Ubuntu), we can use many formats of installation files to install third party softwares. Some type of them are; .deb files, .sh files, .rpm files and etc. This means the extension types. Most popular software installation files are in .deb format (Debian format). They can be installed easily in Linux distributions including Ubuntu. So, try to find a .deb package file if it is available for a particular software.
|Some installation file types|
First go to the directory in which the setup is included and then type the following command in the terminal. Here I considered Downloads directory as the place I keep my downloaded setup file.
After this step, if you are being asked a confirmation, follow the steps displayed. Then software will be automatically installed in your computer.