tried installing avg free version
Is this a linux program? Is it a Ubuntu package?
Please understand, Windoze programs will not run on linux. You have to find a linux version of the program to have it work on Ubuntu, or any other linux distro. If you post the URL's where you found these programs, we can have a look to see if there is any hope of them working on linux.
BTW, you can run some windoze programs from a windoze emulator, such as Wine. However the number of windoze programs that will work correctly is limited, and you have to install and configure wine to even try it. I would not recommend any newbie even think of trying this. The performance is poorer than on windoze, since you have more layers of code running.