Finding applications in the DEB format
You can also download all the .deb files of your choosing at Ubuntu Packages following the version of Ubuntu that you have installed. Other sources of applications are the Ubuntu library and GetDeb, providing you with access to the most popular applications. Simply double clicking on these is all that is required to install them.

Other installation possibilities
Ubuntu also accepts the installation of non standard programs that are auto packaged or executables in the .exe format, executables in the .run format, binary files which are .bin and scripts file in the .sh format. Following the Ubuntu documentation will provide you with all of the information about how you can do this. Finally, you can proceed with the installation of new programs via the Terminal with the well known command lines of "sudo apt-get update" which will update the list of files available at the APT depots present in the configuration file, "sudo apt-get install" which will install the package that you want, "sudo apt-get remove" to uninstall a package, "sudo apt-get autoremove" to remove a package and its dependencies… All of the commands have been detailed here.

And if my application doesn’t exist under Ubuntu?
It is rare that an equivalent application doesn’t exist in Ubuntu to what you will find in Windows. If after checking the software lists you still can’t really find what you are looking for, then you can always try using Wine. This program allows you to execute under Mac OS X or Ubuntu nearly any Windows application that you want! Office suites, games, graphics programs: everything is now available. You can consult the database of programs which work with Wine, to see if you can find what you are looking for, and there is a good chance that you will be surprised by what is on offer.
Installing Wine is either done through the Applications menu and Add/Remove programs, via Synaptic, or as we previously mentioned through the Terminal command line (sudo apt-get update to update the list of new files, followed by sudo apt-get install wine to install it.). You then just need to indicate to Wine which .exe or Windows application setup file you want to run by selecting its location from the Applications menu.
