Ok, if this is your first distro, good choice on Ubuntu
. If not, good choice anyways hehe.
For your first question, you are not using the right approach to installing software, like, at all hehe. Ubuntu uses dpkg (which manages a database of what files are installed, and what their dependancies, etc are.. not a trivial thing and not really good to try an end run around it), which in turn has a couple of popular front ends, apt and synaptic. There is no doubt that apt is installed (usage to install a package is "apt-get install packagename"), check through your menus for synaptic package manager, if you find it, fire it up and you should be golden. If not, go into a terminal, type in "sudo apt-get install synaptic" (without quotes), it'll ask for your password, then proceed to fetch and install synaptic. Hope this helps
For nautilus, there is an option in the prefs somewhere about open new in browser window, or something similar.