On Ubuntu, you can install a software wether from a .deb file from a web site, from a USB stick or a CD, or you can do it inside the Ubuntu Software Center, an extensive library of softwares tested and free in most cases. All these softwares receive their updates at the same time you update the system, which is excellent.
Take care however to make sure that the softwares you install outside of the Ubuntu Software Center can be trusted, otherwise they could contain virus (see protect a PC from virus
See also download a file if you wish to download and install softwares from the web. (soon)