I have a vpn software that I would like to install and curious how it's done under Linux
When you first asked, it sounded like you probably wanted to install Windows software... either an .exe or .msi file.... that you previously used. But as you have now learned, that is not how Linux works. There is only one way to use .exe or .msi installers, but it should be a last resort, not a first choice.... and it would need a whole new thread of it's own. (Or you can Google for "using Wine in Linux" to learn more).
Linux has MANY ways of installing software. Here are the most common:
1. Software Manager (Linux Mint has one)
2. Synaptic Package manager (also in Linux Mint)
3. Install from terminal, like
sudo apt install gdebi
4. Install from pre-packaged .deb files (run the code above to install
gdebi so you can do this)
5. Compile new software from source code, just like a programmer. It's easy (sometimes).
While I'm typing this, I see Tom (
@poorguy) has mentioned above about PPA's too.... but those are more for specialty software than the standard items in Software Manager, or PPA's can also provide a newer version than what is stored in a distro's repositories. Linux Mint and Ubuntu use PPA's, but many other distros do not, so if you start distro-hopping you may lose this ability.
Linux Mint does have a
User Manual that would be good for you to go through. It's a bit outdated at Cinnamon version 18, but it would still be helpful. It's available as PDF in English and many other languages, although other languages are sometimes a bit older than version 18.