First of All, Kubuntu is using a Desktop Environement engine for all the graphical programs. It's called, in your case, KDE. KDE stands for K Desktop Environement.
Kubuntu runs on RPM file package, that acts like EXEs in Windows, just different. Click on a file and the auto installing tool will install it for you. Linux loves root password, so make sure you actually remember it!
There are several advanced ways to install RPMS, like rpm -ivh, sh.
If you need to install a program and to bypass dependencies, use the -nodeps at the end.
EX: rpm -ivh /home/lhuser/Desktop/yourfile.rpm -nodeps
If you enter that in the Terminal, it will instand without dependency prompting. Next, if you need to change directories, do like Windows: cd.
This is neat though: just type in /ho and press tab. It will auto-complete it for you, but make sure that there are no similar folders. If there is, then add the letters until there's only one folder that has a specific letter.
Using Linux is complicated, but fun once you get to know it. A couple of things to make sure:
Linux doesn't run EXEs, but if you need to, then open the file and type in the search box, wine. It runs the file, but it might not also.
Linux is not capable to run Windows games either.