One way (the ‘hard’ way) is to download the source code and then compile it. This isn’t as hard as it seems once you get used to it, though you do have to often install other software and libraries (known as dependencies) before you can install the software you want (which often involves installing other software and libraries (known as dependencies) before you can…… which can go round in contusing and frustrating circles!)

The alternative is to install files precompiled for your system (for example, RPM files for Red Hat derived systems). Depending on how you do this you will often be able to get the installation application to sort out, download and install the dependencies for you.

The easiest way to do this is to use a Package Manager program (such as Synaptic on Ubuntu iirc). Fire up the program and search for the software you want, click a few buttons and sit back and watch the progress bar then away you go. There are other ways of doing this, but this will get the results you want with the least grey hairs – this is a bit of an oversimplification, but it’s close enough.