Software installation can be very simple because many programs come with an installer and all you have to do is double-click the setup.exe file (if on Windows) and follow the onscreen instructions. However, there are also many other cases when software installation gets very tricky and could easily become really complicated.
The Add/Remove Programs dialog in Windows and the Synaptic Package Manager (LINK) on many Linux distributions are one of the easiest ways to install software. There are also other alternatives and some of them are described on this page. You will also find many useful resources here to ease you with software installation.