Just so you can get an idea what you are asking here...
I have at least 6 different variants of Linux. Most of those also have at least 2 or 3 versions as they have been fixed, updated or changed for various reasons. So I have in excess of 20 different Cd's with Linux on them and installing new software varies with most of them. I'm just one individual and I have no doubt that there are others with versions of Linux that I don't have. For example, I don't have a single copy of Ubuntu. Keeping this in mind, when asking Linux questions since even the specific release version can make a big difference in what might be the correct answer.
Probably the best place to get answers on Linux would be the forums that are usually available as support for that exact version of Linux. Many people can give you generic answers that will generally work, but they won't be the best answers or even anything you'll understand depending on your experience level.
The application you are looking for may not be available for your version of Linux. You may have to resort to alternative methods of getting and installing the program you want. This may include editing a make file and compiling the software. There may be other tools and programs such as compilers that you'll need to complete these tasks.
The application that you want may not be packaged in a compatible package format. Some versions of Linux only use one package format. Again, you may have to get other packages before you can get what you want.
Use Google. There is probably someone else who has had your exact problem. You may find the man pages for the tool you need to use.
There is probably a GUI program that manages your packages. The newer versions of Linux usually have some sort of package manager that makes dealing with adding stuff. apget is probably not what you want to use unless you are in a console window or command line only environment.
Shadow Wolf