If you wish to install the program from the command line, you have two options. You can either open a terminal window on your desktop (the "K" button --> Applications --> System --> Terminal (Konsole)), or you can use the keyboard combination of CTRL+Alt+ Fn (where n is a number 2 through 6)-- for example CTRL+Alt+F3. "F1" is the initial startup screen, and "F7" and "F8" are the X-shells (your desktop).
In either case, you will use "sudo" to install the program. "Sudo" is similar to the "Run As Administrator" function in Windows (in that it only allows the current command to be run as root). You will be required to enter your password, as sudo elevates your specific user to "root" level. This is safer than requiring you to know a "root" password, and using "su -i" to elevate you to root level.
You should perform "sudo apt-get update" before installing anything, just to make sure you have the most updated lists available to you.
To search for the program, if you're not sure of the name, you can use sudo apt-cache search program-name. This will search for any reference to the program in the repository lists that are on your computer. This may return a long list of programs, so you will want to look through it for the names of the actual files you want to install.

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