So you made it here so you know how to open firefox and get on the web which is good. I am not really finding what I feel is appropriate to link. So I will try and answer your questions. To start at the top and work down. Linux doesn't have letter drives the same way that Windows does. Linux works with drive names like sda, sda1, sda2, sdb. Here is what my disk partition looks like from the fdisk -l command.
Device Boot Start End Blocks Id System
/dev/sda1 1 13 102400 7 HPFS/NTFS
Partition 1 does not end on cylinder boundary.
/dev/sda2 * 13 54428 437082112 7 HPFS/NTFS
/dev/sda3 54428 60802 51198977 5 Extended
/dev/sda5 54428 54453 203776 83 Linux
/dev/sda6 54453 60802 50994176 83 Linux
Furthermore you will just want to find your Places menu. It will have a list of all the places that you can search for files, folders, etc.
Linux as I am sure you have found doesn't work with .exe files. (You can use them but it requires a program called wine, but that is out of the scope.) In Linux you install a package with is the Linux version of a program, and it requires dependencies to install. These dependencies are normally library files, or other programs that are need to make one program run.
As your list states you will want to install stuff. This is pretty easy, and there are two different methods. To start with you have the graphical way. To install programs graphically you will want find the program Synaptic Package Manager SPM. This program will allow you to search for a program say, apache2 a web server. SPM will then search all of the packages for that apache2 package. I am not going through the whole install process but if you have a question about SPM then I will answer it for you.
The second way to install packages is to use Terminal. Terminal is like command prompt for Windows, but there are a lot of differences. I am not going to dig deep into terminal, but again if you have questions ask away.
Last you are asking about customizing the sidebar, I would need to know which version you are using for more help on that. But if you are running Gnome 3 then you should be able to just drag things on and off it.
Hope this gets you started there is a huge world out there that will help you, with many avenues to get that help. Please let us know what else you need help with and we will help you or give you places to look for help.