http://aboutdebian.com/
http://www.debianhelp.co.uk/index.php
Typically you just type
aptitude install package and it will install a package from the debian repositories. Your repository list is the file /etc/apt/sources.list. If you want to search for a package, do
apt-cache search string1 and string2. Or if you want all this done in a gui, do
aptitude install synaptic...
Mozilla and Thunderbird do exist in the standard Debian repositories. But if you're using Sarge (i.e. Debian Stable), they are a little outdated. So you can just download the *.tar.gz file from the mozilla site and read the README. It will tell you how to install the program.
Occasionally you'll have to compile from source code. For this, you'll have to
aptitude install build-essential, download the source code, and follow the instructions in the README. Typically it's something like
make and
make install.
Hope this helps. The two links at the top are very good Debian references.
